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Liquidity Stress Testing: A Survey of Theory, Empirics and Current Industry and Supervisory Practices
Company: Basel Committee on Banking Supervision
Company Url: Click here to open
Year Of Publication: 2013
Month Of Publication: October
Pages: 71
Download Count: 30
View Count: 1971
Comment Num: 0
Language: English
Source: working paper
Who Can Read: Free
Date: 10-27-2013
Publisher: Administrator
What constitutes a good stress test is not universally clear. Practices still differ widely, not only in the supervisory community but also in the banking industry. The present discussion focuses on the liquidity coverage ratio and, to a lesser extent, the Net Stable Funding Ratio.
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