Next Generation System-Wide Liquidity Stress Testing
Year of publication: |
2012-01-01
|
---|---|
Authors: | Puhr, Claus ; Santos, Andre ; Schmieder, Christian ; Neftci, Salih N. ; Neudorfer, Benjamin ; Schmitz, Stefan W. ; Hesse, Heiko |
Institutions: | International Monetary Fund (IMF) |
Subject: | Stress testing | Bank supervision | Bonds | Banks | Financial systems | Financial risk | Interest rates | Emerging markets | Liquidity management | Risk management |
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