Sensitivity Analysis of Liquidity Risk – Stress Test 2019

Also Interesting

• Emerging Markets Diary
• The Fed: Cutting through the BS
• Price dislocations lead to a rise in contrarian views

• The ECB will perform a sensitivity analysis of liquidity risk (LiST) as the annual supervisory stress test for 2019 
• The sensitivity analysis will focus on banks’ ability to handle hypothetical idiosyncratic liquidity shocks
• Results will feed into the ECB’s ongoing supervisory assessments of banks’ liquidity risk management frameworks, including the SREP