Regulatory Alerts2011-08-04
Added · Updated
Benchmarking: Stress-testing Practices and Liquidity Risk Management Annex 1: Sound Practices for Stress-testing
The regulator issued this document to establish sound practices for stress-testing within the context of liquidity risk management for all authorized institutions. It provides a framework for benchmarking stress-testing practices to ensure robust liquidity risk management capabilities. The guidance aims to enhance the resilience of financial institutions by standardizing and improving their stress-testing methodologies.
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