Liquidity stress tests for banks – range of practices and possible developments

Liquidity stress tests for banks – range of practices and possible developments

Report

Liquidity stress tests for banks – range of practices and possible developments

FSI Insights | No 59 | 11 October 2024by Patrizia Baudino, Pablo de Carvalho and Jean-Philippe SvoronosPDF full text (483kb) | 31 pagesExecutive SummaryLiquidity stress tests are traditionally employed by financial authorities to assess the materiality of liquidity risk within the banking sector.

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