Perspective on Liquidity Stress Testing von Edu Pristine

Dozent des Vortrages Perspective on Liquidity Stress Testing

Edu Pristine

Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.

EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
http://www.edupristine.com

Kundenrezensionen

Auszüge aus dem Begleitmaterial

... The banks had a low proportion of deposits in their funding and relied heavily on market funding for their operations, for which they were criticized by the Central Bank of Iceland. Consequently, banks diversified and at the end of 2007, deposits formed approx. 40% of their funding, up from 28% in 2006. Severe shocks hit the ...

... capital ratio was 10.1%. The central bank's stress tests suggested that the banks could withstand an increase in defaults that was expected in 2008. Banks also seemed to have sufficient liquid assets to cover its short-term liabilities. For example, Landsbanki's liquidity ...

... by the probability of recovery of short-term assets and liabilities are weighted by the probability of that short-term liabilities must be repaid. During periods of extreme stress, these weighting are unlikely to hold and stress tests reflect that. Weightings on liquid assets ...

... to cover liabilities. Stress tests combining FME and Sedlabanki shocks Liabilities are also shocked as per the rules of central bank. The exchange rate shock would also impact both foreign currency assets and liabilities. Short-term assets less the redemptions would show a surplus of 960 billion krona (74% of GDP). Liquid short-term assets less redemptions would show a surplus of 12 billion krona (1% ...

... crisis. Short-term funding dried up as the lenders refused to roll over the financing or make a new one. When actual shocks and freezing of deposit withdrawals are applied - Net short-term liquidity position remained in surplus of 776 billion krona (60% of ...

... should consider the most improbable and unthinkable scenarios including a run on deposits, problems in wholesale refinancing, or a shutdown of payment systems. Adopt a "stress test till it breaks" strategy. Focus should be on identifying a set of scenarios under which the system reaches a ...