Eugenia Mykuliak, founder and executive director of B2PRIME Group, examines why liquidity risk has become one of the most underestimated threats facing modern portfolios. Mykuliak argues that ...
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 ...
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 ...
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 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 ...
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 ...
Proposed guidelines ensure stablecoins are redeemable at par, acting as a 'liquidity stress test' for issuers. EBA's rules to level the playing field between stablecoin issuers and banks, avoiding ...
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 ...
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, 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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