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Next Generation System-Wide Liquidity Stress Testing1

Next Generation System-Wide Liquidity Stress Testing1 »

Source: Next Generation System-Wide Liquidity Stress Testing

Volume/Issue: 2012/3

Series: IMF Working Papers

Author(s): Claus Puhr , Andre Santos , Christian Schmieder , Salih Neftci , Benjamin Neudorfer , Stefan Schmitz , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781475502466

Keywords: StressTesting, Basel III, liquidity, solvency, cash flow, maturity, Monetary and Capital Markets Department, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact of bank run scenarios; (b) a module...

Evaluation of Technical Assistance on Bank Supervision by Long-Term Experts in Asia

Evaluation of Technical Assistance on Bank Supervision by Long-Term Experts in Asia »

Source: Evaluation of Technical Assistance on Bank Supervision by Long-Term Experts in Asia

Volume/Issue: 2009/001

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 January 2009

ISBN: 9781498336000

Keywords: Asia, Bank supervision, Financial sector, Technical assistance experts, Financial sector development, Basel Core Principles, Off-site banking supervision, Consolidated banking supervision, Monetary and Capital Markets Department, LTE

Technical Assistance Delivery by Long-Term Experts are an increasingly important vehicle for delivering TA in all financial sector areas. In recent years, the amount of MCM TA provided through LTEs has been about 2...

Next Generation System-Wide Liquidity Stress Testing

Next Generation System-Wide Liquidity Stress Testing »

Volume/Issue: 2012/3

Series: IMF Working Papers

Author(s): Claus Puhr , Andre Santos , Christian Schmieder , Salih Neftci , Benjamin Neudorfer , Stefan Schmitz , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781475502466.001

ISBN: 9781475502466

Keywords: StressTesting, Basel III, liquidity, solvency, cash flow, maturity, Monetary and Capital Markets Department, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact of bank run scenarios; (b) a module...

Evaluation of Technical Assistance on Bank Supervision by Long-Term Experts in Asia

Evaluation of Technical Assistance on Bank Supervision by Long-Term Experts in Asia »

Volume/Issue: 2009/001

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 January 2009

DOI: http://dx.doi.org/10.5089/9781498336000.007

ISBN: 9781498336000

Keywords: Asia, Bank supervision, Financial sector, Technical assistance experts, Financial sector development, Basel Core Principles, Off-site banking supervision, Consolidated banking supervision, Monetary and Capital Markets Department, LTE

Technical Assistance Delivery by Long-Term Experts are an increasingly important vehicle for delivering TA in all financial sector areas. In recent years, the amount of MCM TA provided through LTEs has been about 2...