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 ...

SmartStream Technologies has launched an intraday liquidity stress testing module as part of its transaction lifecycle management (TLM) cash and liquidity management product suite. The module, ...

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 ...

Aave liquidity is suffering an unexpected setback, as a giant whale identified as HTX removed 93% of available USDT from one of the top lending pools. This locks other whales in a position where they ...

This Technical Note explores Stress Testing and Systemic Risk Analysis for the Indonesia Financial Sector Assessment Program. The financial system is relatively small and dominated by banks with high ...

Varenne Capital Partners, a global alternative investment manager, has chosen to leverage a partnership between its depositary, INDOS Financial, and fintech risk firm Clarus Risk, to provide a ...

Liquidity risk has become one of the most challenging dimensions of modern risk management. With global regulators sharpening their expectations for liquidity classifications, stress-testing and ...

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 ...

This article was written by Fergus Trenholme, Liquidity Risk Specialist, and Christian Benson, Regulatory Affairs Specialist. Against the backdrop of geopolitical and economic turbulence and the need ...

NEW YORK (Reuters) -A surge in U.S. Treasury bill issuance in recent months has reduced liquidity in the financial sector, stoking investor concerns that funding markets could face a September squeeze ...