Eugenia Mykuliak, founder and executive director of B2PRIME Group, examines why liquidity risk has become one of the most underestimated threats facing modern portfolios. Mykuliak argues that ...
Developing a systemic liquidity stress testing tool is challenging due to data constraints and hard-to-model behavioral factors. There has yet to be a uniformly accepted model partly because the ...
Stress-testing has become more important than ever due to the impact of inadequate liquidity risk management in recent bank failures. This course offers an in-depth exploration of the design and ...
Why is it critical to have a robust intraday liquidity management system coupled with stress testing
It’s been a topic of discussion lately whether banks are conducting adequate stress tests on their liquidity, particularly when it comes to intraday liquidity. Many banks see these tests as a ...
According to the NAIC’s Financial Analysis Handbook, the primary goals of the LST, and the specific stress scenarios utilized, are: First, for macroprudential uses to allow the Financial Stability (E) ...
The banking failures of early 2023—precipitated by the sudden collapse of Silicon Valley Bank (SVB)—served as a rude awakening for the sector, giving financial institutions extraordinary cause for ...
NEW YORK--(BUSINESS WIRE)--Danske Bank, the largest bank in Denmark, has reaffirmed its trust in ActiveViam, strengthening their partnership to deliver advanced analytics capabilities to protect ...
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