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liquidity-stress-testing

  1. Nicole Seaman

    P2.T8.20.12. Contingency Funding Planning (Venkat, Ch7)

    Learning objectives: Discuss the relationship between contingency funding plan and liquidity stress testing. Evaluate the key design considerations of a sound contingency funding plan. Assess the key components of a contingency funding plan (governance and oversight, scenarios and liquidity gap...
  2. Nicole Seaman

    P2.T8.20.11. Liquidity Risk Reporting and Stress Testing (Choudhry)

    Learning objectives: Identify best practices for the reporting of a bank’s liquidity position. Compare and interpret different types of liquidity risk reports. Explain the process of reporting a liquidity stress test and interpret a liquidity stress test report. Questions: 20.11.1. The staff...
  3. Nicole Seaman

    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...
  4. Nicole Seaman

    P1.T4.801. Stress testing validation and the role of internal audit (Siddique)

    Learning objectives: Identify areas of validation and independent review for stress tests that require attention from a governance perspective. Describe the important role of the internal audit in stress testing governance and control. Identify key aspects of stress testing governance, including...
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