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...
| 主要な著者: | , , |
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| フォーマット: | Internet publication |
| 言語: | English |
| 出版事項: |
International Monetary Fund
2019
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