Liquidity Stress Test

From Open Risk Manual
Revision as of 18:44, 28 January 2020 by Wiki admin (talk | contribs)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

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