Venkat, Chapter 3. Liquidity Stress Testing Study Notes contain 13 pages covering the following learning objectives:
* Differentiate between various types of liquidity, including funding, operational, strategic, contingent, and restricted liquidity.
* Estimate contingent liquidity via the liquid asset buffer.
* Discuss liquidity stress test design issues such as scope, scenario development, assumptions, outputs, governance, and integration with other risk models.
After reviewing the notes, you will be able to apply what you learned with practice questions.
No Sample Available
Shop Courses