Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example

WP/10/156

Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example
The global financial crisis revealed weaknesses in the stress testing exercises performed on financial institutions and systems around the world. These failures were most evident in the area of liquidity risk, where now-obvious vulnerabilities were left largely undetected, with stress tests having largely focused on solvency risk. This paper uses READ MORE...

Publication date: July 2010
ISBN 9781455201396
$18.00

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Publication date: July 2010

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Publication date: July 2010

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