BCBS WP25 is a regulatory document published by the Basel Committee on Banking Supervision with title: Literature review of factors relating to liquidity stress - extended version.
This working paper reviews the academic literature pertaining to liquidity stresses in more detail, compared to the review chapter in Basel Committee Working Paper No 24. It is organised using the categories and concepts established in the Liquidity Coverage Ratio (LCR). In particular, the paper reviewed the literature on: deposits, loan commitments, secured funding, wholesale funding, counterbalancing capacity, secured lending, and links with non-banks intermediaries. In addition to other parts of the abovementioned survey, this note can help to inform the design of stress tests.
- Publication Date: October 2013
- Publication Type: Working Papers
- Publication Status: Current
- Publication Category: Liquidity Risk
- Number of Pages: 30
- Keywords: Liquidity, Stress Testing, Liquidity Risk
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