Next Generation System-Wide Liquidity Stress Testing /

Next Generation System-Wide Liquidity Stress Testing /

A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact of bank run scenarios; (b) a module to assess risks arising from maturity transformation and rollover risks, implemented...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Puhr, Claus
अन्य लेखक:	Neftci, Salih, Santos, Andre, Schmieder, Christian
स्वरूप:	पत्रिका
भाषा:	English
प्रकाशित:	Washington, D.C. : International Monetary Fund, 2012.
श्रृंखला:	IMF Working Papers; Working Paper ; No. 2012/003
ऑनलाइन पहुंच:	Full text available on IMF

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