Add to ORKGAbstract: The paper´s aim is to contribute to the debate on the impact of stress test on banking system liquidity. Due to the theoretical character of the problem, the used methodology is a set of results from research and theoretical works about how the attempts to increase system solvency could lead into a greater lack of liquidity
This master thesis deals with various aspects of liquidity stress testing. In the context of the mai...
A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The li...
Remittances have historically been a stable source of funding which has played a key role in the dev...
The paper´s aim is to contribute to the debate on the impact of stress test on banking system liquid...
The traditional approach to the stress testing of financial institutions focuses on capital adequacy...
This is the author accepted manuscript. The final version is available from Elsevier via the DOI in ...
We examine the impact of Federal Reserve stress tests from 2009 to 2016 on U.S. bank liquidity creat...
Emergence of crisis in financial markets, especially banks, have forced a change in approach to risk...
The global financial crisis revealed weaknesses in the stress testing exercises performed on financi...
2012 This Working Paper should not be reported as representing the views of the IMF. The views expre...
The purpose of this paper is to analyze the negative impact of “mundialisation” on the banking secto...
У статті досліджено поняття ліквідності банку та фактори, що впливають на неї. Обгрунтовано важливіс...
In response to the financial crisis and its repercussions on financial institutions, the new regulat...
This article describes an extension to the bank liquidity stress test methodology used by the CNB. T...
Abstract Using a stress test methodology for bank liquidity risk we estimate the aggregate liquidity...
This master thesis deals with various aspects of liquidity stress testing. In the context of the mai...
A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The li...
Remittances have historically been a stable source of funding which has played a key role in the dev...
The paper´s aim is to contribute to the debate on the impact of stress test on banking system liquid...
The traditional approach to the stress testing of financial institutions focuses on capital adequacy...
This is the author accepted manuscript. The final version is available from Elsevier via the DOI in ...
We examine the impact of Federal Reserve stress tests from 2009 to 2016 on U.S. bank liquidity creat...
Emergence of crisis in financial markets, especially banks, have forced a change in approach to risk...
The global financial crisis revealed weaknesses in the stress testing exercises performed on financi...
2012 This Working Paper should not be reported as representing the views of the IMF. The views expre...
The purpose of this paper is to analyze the negative impact of “mundialisation” on the banking secto...
У статті досліджено поняття ліквідності банку та фактори, що впливають на неї. Обгрунтовано важливіс...
In response to the financial crisis and its repercussions on financial institutions, the new regulat...
This article describes an extension to the bank liquidity stress test methodology used by the CNB. T...
Abstract Using a stress test methodology for bank liquidity risk we estimate the aggregate liquidity...
This master thesis deals with various aspects of liquidity stress testing. In the context of the mai...
A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The li...
Remittances have historically been a stable source of funding which has played a key role in the dev...