A Guide to IMF Stress Testing

Chapter 9. Modeling Correlated Systemic Bank Liquidity Risks

Li Ong
Published Date:
December 2014
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    Theodore Barnhill Jr. and Liliana Schumacher This chapter was previously published as IMF Working Paper 11/263 (Barnhill and Schumacher, 2011). The authors would like to thank Laura Kodres, Jeanne Gobat, and the IMF staff for many very helpful comments and suggestions. Ryan Scuzzarella provided excellent research support.
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