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December 2013

Learn more about liquidity stress testing.

Related Insights

Is Reverse Stress Testing a Game Changer?

This article outlines the steps to perform reverse stress testing, which explores tail risks and reveals hidden vulnerabilities and scenarios not reflected through traditional stress testing analysis.

September 2013 WebPage Cayetano Gea-CarrascoMikael Nyberg

Optimizing the Capital Ratio under Basel III

This paper explores the integration of credit and liquidity risk in Basel III, and shows how banks can optimize their capital under Basel III.

Building an Enterprise-wide Risk Appetite Framework

Under Basel III, financial institutions are subject to additional liquidity, capital, and equity costs that will affect their investing and lending activities and returns for shareholders and investors. This paper reviews these challenges and analyzes how an institution should address them when defining their risk appetite statement and strategic goals.

November 2012 Pdf Cayetano Gea-CarrascoMikael Nyberg, Richard Vasicek