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
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe
You are currently unable to print this content. Please contact info@centralbanking.com to find out more.
You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@centralbanking.com
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@centralbanking.com
More on Financial Stability
Experts split on impact of Fed’s new Basel III proposal
Economists divided over financial stability ramifications of vice-chair’s new capital ratios plan
Sri Lanka reaches new agreement to restructure debt
Central bank involved in reaching deal, which came two days before presidential election
BIS warns of growing offshore reinsurance risk
Deals by private equity-backed life firms could mask risk in $25 trillion industry, report says
Turkey holds key interest rate again
Move comes as inflation, though falling, remains above 50%
Running the numbers on Barr’s Basel III endgame revisions
Fed vice-chair’s plan to ease capital requirements for big banks still lacks critical details
Central banks face risks if they exceed their brief on global warming – IMF paper
Study says climate measures must be underpinned by legal mandate and not infringe on governments’ remits
Endgame manoeuvre: US banks put SLR reform back in spotlight
Plan to ease Basel III brings renewed focus to impact of leverage ratio on US Treasury market
BIS says carry trade unwind is part of broader pattern
Multi-strategy hedge funds drive spillovers across asset classes, analysis finds