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Intraday Liquidity Stress Testing - Techniques & Challenges
Carlos León at Banco de la República and Gilberto Chavez-Velazquez at Deutsche Bank join FNA's Mohesen Namazi and Kimmo Soramäki to share their perspectives on approaches to Intraday Liquidity stress testing.
00:00:00: Introduction
00:02:13: Approaches to applying stress testing to intraday liquidity
00:09:42: What are some of the data and operational challenges in quantifying and measuring stress testing from an Intraday liquidity perspective
00:18:02: Important considerations when building a successful programme to address regulatory requirements
00:24;02: new techniques and consideration in intraday liquidity stress testing programme
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By FNA BroadcastsCarlos León at Banco de la República and Gilberto Chavez-Velazquez at Deutsche Bank join FNA's Mohesen Namazi and Kimmo Soramäki to share their perspectives on approaches to Intraday Liquidity stress testing.
00:00:00: Introduction
00:02:13: Approaches to applying stress testing to intraday liquidity
00:09:42: What are some of the data and operational challenges in quantifying and measuring stress testing from an Intraday liquidity perspective
00:18:02: Important considerations when building a successful programme to address regulatory requirements
00:24;02: new techniques and consideration in intraday liquidity stress testing programme