Macroprudential Liquidity Stress Testing In Fsaps For Systemically Important Financial Systems
Download Macroprudential Liquidity Stress Testing In Fsaps For Systemically Important Financial Systems PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Macroprudential Liquidity Stress Testing In Fsaps For Systemically Important Financial Systems book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages.
Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
Author: Mr.Andreas A. Jobst
language: en
Publisher: International Monetary Fund
Release Date: 2017-05-01
Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solvency stress testing. The ability to adequately identify, model and assess the impact of liquidity shocks, which are infrequent but can have a severe impact on affected banks and financial systems, is complicated not only by data limitations but also by interactions among multiple factors. This paper provides a conceptual overview of liquidity stress testing approaches for banks and discusses their implementation by IMF staff in the Financial Sector Assessment Program (FSAP) for countries with systemically important financial sectors over the last six years.
Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
Author: Mr.Andreas A. Jobst
language: en
Publisher: International Monetary Fund
Release Date: 2017-05-02
Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solvency stress testing. The ability to adequately identify, model and assess the impact of liquidity shocks, which are infrequent but can have a severe impact on affected banks and financial systems, is complicated not only by data limitations but also by interactions among multiple factors. This paper provides a conceptual overview of liquidity stress testing approaches for banks and discusses their implementation by IMF staff in the Financial Sector Assessment Program (FSAP) for countries with systemically important financial sectors over the last six years.
Macroprudential Liquidity Stress Testing in FSAPs for Systemicalley Important Financial Systems
Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solvency stress testing. The ability to adequately identify, model and assess the impact of liquidity shocks, which are infrequent but can have a severe impact on affected banks and financial systems, is complicated not only by data limitations but also by interactions among multiple factors. This paper provides a conceptual overview of liquidity stress testing approaches for banks and discusses their implementation by IMF staff in the Financial Sector Assessment Program (FSAP) for countries with systemically important financial sectors over the last six years.