Developing a systemic liquidity stress testing tool is challenging due to data constraints and hard-to-model behavioral factors. There has yet to be a uniformly accepted model partly because the ...

Stress-testing has become more important than ever due to the impact of inadequate liquidity risk management in recent bank failures. This course offers an in-depth exploration of the design and ...

It’s been a topic of discussion lately whether banks are conducting adequate stress tests on their liquidity, particularly when it comes to intraday liquidity. Many banks see these tests as a ...

The banking failures of early 2023—precipitated by the sudden collapse of Silicon Valley Bank (SVB)—served as a rude awakening for the sector, giving financial institutions extraordinary cause for ...

The International Monetary Fund has recommended that regulators enhance foreign-exchange liquidity stress tests to help prevent broader market disruptions and safeguard financial stability. The $9.6T ...

FRANKFURT (Reuters) - The European Central Bank will face pressure on Thursday to say if it is worried by rising bank-to-bank lending rates, whether it will extend liquidity support and how it sees ...

Liquidity risk has become one of the most challenging dimensions of modern risk management. With global regulators sharpening their expectations for liquidity classifications, stress-testing and ...

The recommendations cover liquidity risk management and governance, stress testing and scenario design, and collateral management practices of non-bank market participants, focussing on liquidity ...

Over the past decade, the Albanian banking sector has undergone a remarkable transformation amid strong macroeconomic performance and sound financial reforms. Nevertheless, pockets of vulnerability ...

The latest liquidity stress-test disclosures for small-cap mutual funds reveal a notable rise in the time required to unwind portfolios. AMFI data show that the time needed to liquidate 50 per cent of ...

LONDON (Reuters) - BlackRock, the world's biggest asset manager, has told an international financial watchdog it supports plans to stress test individual mutual funds to make sure they function ...