Eugenia Mykuliak, founder and executive director of B2PRIME Group, examines why liquidity risk has become one of the most underestimated threats facing modern portfolios. Mykuliak argues that ...
Developing a systemic liquidity stress testing tool is challenging due to data constraints and hard-to-model behavioral factors. There has yet to be a uniformly accepted model partly because the ...
Stress-testing has become more important than ever due to the impact of inadequate liquidity risk management in recent bank failures. This course offers an in-depth exploration of the design and ...
The banking failures of early 2023—precipitated by the sudden collapse of Silicon Valley Bank (SVB)—served as a rude awakening for the sector, giving financial institutions extraordinary cause for ...
Why is it critical to have a robust intraday liquidity management system coupled with stress testing
It’s been a topic of discussion lately whether banks are conducting adequate stress tests on their liquidity, particularly when it comes to intraday liquidity. Many banks see these tests as a ...
The International Monetary Fund has recommended that regulators enhance foreign-exchange liquidity stress tests to help prevent broader market disruptions and safeguard financial stability. The $9.6T ...
Pension funds, hedge funds and other non-bank market participants need to up their game when it comes to liquidity preparedness in times of marketwide stress, the Financial Stability Board said. A ...
Liquidity risk has become one of the most challenging dimensions of modern risk management. With global regulators sharpening their expectations for liquidity classifications, stress-testing and ...
On April 17, the Financial Stability Board (FSB) released a consultation report titled “Liquidity Preparedness for Margin and Collateral Calls,” which laid out eight policy recommendations intended to ...
Hedge funds told to strengthen liquidity preparedness for margin and collateral calls The recommendations cover liquidity risk management and governance, stress testing and scenario design, and ...
Over the past decade, the Albanian banking sector has undergone a remarkable transformation amid strong macroeconomic performance and sound financial reforms. Nevertheless, pockets of vulnerability ...
LONDON, Oct 3 (Reuters) - BlackRock, the world's biggest asset manager, has told the Financial Stability Board it supports plans to stress test individual mutual funds to make sure they function ...
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