Difference between revisions of "Liquidity Stress Test"

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Latest revision as of 18:44, 28 January 2020

Definition

Liquidity Stress Test means the assessment of the impact of certain macro- or micro-economic scenarios or funding and liquidity shocks on the overall liquidity position of an institution, including on its minimum or additional requirements[1]

See Also

References

  1. EBA/CP/2016/28