Nematrian
/


Stress testing / Liquidity and funding risk [11]

Go to: Summary | Previous | Next   
Bullet points include: In the spirit of third type of stress test mentioned earlier Introduced in e.g. CRMPG-III (August 2008) and widely mandated Assume that the firm suffers a large loss of a given quantum Brainstorm how such a loss might occur Hopefully by doing so identify how best to mitigate against such risks Very relevant for regulators Arguably they have a greater interest in what happens if a firm fails than shareholders (who have already been wiped out by then)

NAVIGATION LINKS
Contents | Prev | Next | ERM Lecture Series

Desktop view | Switch to Mobile