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On Stress Testing

Found 2 free book(s)

Guidelines on Liquidity Stress Testing in UCITS and AIFs

www.esma.europa.eu

liquidity stress testing a risk management tool within the overall liquidity risk management framework of a manager which simulates a range of conditions, including: normal and stressed (i.e. extreme, unlikely or unfavourable) plausible conditions, to assess their potential impact on the funding (liability), assets, ...

  Guidelines, Testing, Stress, Liquidity, Stress testing, Guidelines on liquidity stress testing

Stress-testing banks for climate change – a comparison of ...

www.bis.org

Stress-testing banks for climate change risk – a comparison of practices 3 industries or exposures to real estate that may be severely affected by floods, rising sea levels or stronger hurricanes). Only some of these risks may be covered by …

  Testing, Stress

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