We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Liquidity Risk Management: Connecting the Pieces.
- Authors
Matz, Leonard
- Abstract
The article explains how building connections between stress-testing and contingency planning work in the liquidity risk management at financial institutions. Three lines of defense employed by institutions to address liquidity risk are key risk indicators, contingency planning and scenario-based stress testing. Uses of scenario-based stress testing are tactical risk management decisions, identification of potential weaknesses and vulnerabilities, contingency planning process, and setting limits and comparing forecasted risk exposures to the risk limits.
- Subjects
FINANCIAL management; LIQUIDITY (Economics); RISK management in business; ESTATE planning; RISK exposure; FINANCIAL institution management
- Publication
Bank Accounting & Finance (08943958), 2010, Vol 23, Issue 2, p39
- ISSN
0894-3958
- Publication type
Article