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 ...

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 ...

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 ...

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 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 ...

LONDON (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 collectively during ...

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 ...

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 ...

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 ...

On April 17, the Financial Stability Board (FSB) released a consultation report titled “Liquidity Preparedness for Margin and Collateral Calls,” which laid out eight policy recommendations intended to ...