relations between solvency shocks and liquidity shocks. These relations are then used to model liquidity and solvency risk in a …. We define the concept of 'Liquidity at Risk', which quantifies the liquidity resources required for a financial …

This paper builds a framework to quantify the financial stability implications of climate-related transition risk in … retail trade, and transportation sectors appear to be the most important in the transmission of the risk to the banking …

leading to systemic vulnerabilities- increases banks' interest rate risk exposure and lowers their net interest margin …

The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of …

vulnerabilities. Further, the paper presents operational issues faced by debt managers, including the need to develop a risk …

Effective risk management at central banks is best enabled by a sound framework embedded throughout the organization … that supports the design and execution of risk management activities. To evaluate the risk management practices at a … provided to the central bank which provide a roadmap to advance the risk management function …

This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to …

This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to …