IMF models new liquidity stress test framework


A paper published by the International Monetary Fund (IMF) on January 9 outlines a new framework to run system-wide liquidity stress tests.

The paper, authored by Christian Schmieder, Heiko Hesse, Benjamin Neudorfer, Claus Puhr and Stefan Schmitz, uses balance sheet data to create a template for adverse liquidity scenarios in the banking sector. The model can be applied to the IMF's Financial Sector Assessment Programmes.

The paper aims at providing stress testers with a flexible and easy-to-use

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: