BIS paper weighs future of liquidity stress tests
A Bank for International Settlements working paper, released today, finds there is no "best practice" for supervisors wishing to conduct liquidity stress tests and lays out a basic framework of how they should be conducted.
The working paper, Liquidity stress testing: a survey of theory, empirics and current industry and supervisory practices, was compiled by the Basel Committee on Banking Supervision's work group on liquidity stress testing.
The group insisted that supervisory authorities have
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