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 ...
Why is it critical to have a robust intraday liquidity management system coupled with stress testing
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 ...
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 ...
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 ...
Pension funds, hedge funds and other non-bank market participants need to up their game when it comes to liquidity preparedness in times of marketwide stress, the Financial Stability Board said. A ...
Federal Reserve Chairman Jerome Powell will likely serve the remainder of his term under the Trump administration through May 2026. AFP via Getty Images The plaintiffs allege that the Fed has been ...
On April 17, the Financial Stability Board (FSB) released a consultation report titled “Liquidity Preparedness for Margin and Collateral Calls,” which laid out eight policy recommendations intended to ...
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, Oct 3 (Reuters) - BlackRock, the world's biggest asset manager, has told the Financial Stability Board it supports plans to stress test individual mutual funds to make sure they function ...
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