funding-liquidity
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P2.T8.20.10. Liquidity stress testing
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...- Nicole Seaman
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- contingent-liquidity funding-liquidity liquidity-asset-buffer liquidity-stress-testing operational-liquidity restricted-liquidity strategic-liquidity
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- Forum: FRM® Practice Questions
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P2.T9.702. Dudley on market and funding liquidity
Learning objectives: Compare and contrast market and funding liquidity and describe factors that have impacted by types of liquidity. Describe the regulatory and non-regulatory factors that have affected liquidity. Describe the link between market and funding liquidity. Examine the links between...- Nicole Seaman
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- capital-requirements dudley funding-liquidity market-liquidity non-regulatory-factors regulatory-factors
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- Forum: FRM® Practice Questions
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P1.T1.701. Amplifying mechanism and recurring themes in the global financial crisis (Brunnermeier)
Learning objectives: Describe how securitized and structured products were used by investor groups and describe the consequences of their increased use. Describe how the financial crisis triggered a series of worldwide financial and economic consequences. Distinguish between funding liquidity...- Nicole Seaman
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- brunnermeier funding-liquidity global-financial-crisis market-liquidity recurring-themes
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- Forum: FRM® Practice Questions