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 ...

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 ...

The banking failures of early 2023—precipitated by the sudden collapse of Silicon Valley Bank (SVB)—served as a rude awakening for the sector, giving financial institutions extraordinary cause for ...

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 ...

According to the NAIC’s Financial Analysis Handbook, the primary goals of the LST, and the specific stress scenarios utilized, are: First, for macroprudential uses to allow the Financial Stability (E) ...

This post may contain links from our sponsors and affiliates, and Flywheel Publishing may receive compensation for actions taken through them. Bitcoin has passed its first significant liquidity stress ...

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 ...

Amid rising volatility and tightening liquidity, fixed income investors face growing pressure to understand how market shocks affect their portfolios. This white paper from S&P Global Financial Risk ...

Stress-testing has become more important than ever due to the impact of inadequate liquidity risk management in recent bank failures. This course offers an in-depth exploration of the design and ...

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 ...

LONDON, June 19 (Reuters) - The Bank of England has launched its first system-wide liquidity 'stress test' to establish how big banks, insurers, clearing houses and investment funds respond ...