Liquidity at risk: joint stress testing of solvency and liquidity
The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which may not be consistent with those used in solvency stress t...
| Päätekijät: | , , |
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| Aineistotyyppi: | Internet publication |
| Kieli: | English |
| Julkaistu: |
International Monetary Fund
2019
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