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180614 ||| eng |
| 020 |
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|a 9781475597240
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| 100 |
1 |
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|a Jobst, Andreas
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| 245 |
0 |
0 |
|a Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
|c Andreas Jobst, Li Ong, Christian Schmieder
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| 260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2017
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| 300 |
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|a 56 pages
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| 651 |
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4 |
|a United Kingdom
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| 653 |
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|a Depository Institutions
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| 653 |
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|a Economics
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| 653 |
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|a Liquidity risk
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| 653 |
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|a Banks
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| 653 |
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|a Finance
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| 653 |
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|a Banks and banking
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| 653 |
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|a Financial sector policy and analysis
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| 653 |
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|a Value of Firms
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| 653 |
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|a Micro Finance Institutions
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| 653 |
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|a Liquidity stress testing
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| 653 |
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|a Financial Institutions and Services: Government Policy and Regulation
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| 653 |
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|a Mortgages
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| 653 |
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|a Asset and liability management
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| 653 |
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|a Liquidity
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| 653 |
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|a Financial Econometrics
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| 653 |
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|a Financial risk management
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| 653 |
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|a Capital and Ownership Structure
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| 653 |
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|a Goodwill
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| 653 |
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|a Banks and Banking
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| 653 |
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|a Financial regulation and supervision
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| 653 |
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|a Banking
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| 653 |
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|a Financial Risk and Risk Management
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| 653 |
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|a Financing Policy
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| 653 |
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|a Portfolio Choice
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| 653 |
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|a Liquidity management
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| 653 |
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|a Financial services law & regulation
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| 653 |
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|a Finance: General
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| 653 |
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|a Investment Decisions
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| 653 |
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|a Stress testing
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| 700 |
1 |
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|a Ong, Li
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| 700 |
1 |
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|a Schmieder, Christian
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b IMF
|a International Monetary Fund
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| 490 |
0 |
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|a IMF Working Papers
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| 028 |
5 |
0 |
|a 10.5089/9781475597240.001
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| 856 |
4 |
0 |
|u https://elibrary.imf.org/view/journals/001/2017/102/001.2017.issue-102-en.xml?cid=44873-com-dsp-marc
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 330
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| 520 |
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|a Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solvency stress testing. The ability to adequately identify, model and assess the impact of liquidity shocks, which are infrequent but can have a severe impact on affected banks and financial systems, is complicated not only by data limitations but also by interactions among multiple factors. This paper provides a conceptual overview of liquidity stress testing approaches for banks and discusses their implementation by IMF staff in the Financial Sector Assessment Program (FSAP) for countries with systemically important financial sectors over the last six years
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