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Next-Generation System-Wide Liquidity Stress Testing - EconoMonitor (blog)



Next-Generation System-Wide Liquidity Stress Testing
EconoMonitor (blog)
In 2008, the Basel Committee of Banking Supervision (BCBS 2008) and the Committee of European Banking Supervisors (CEBS 2008) published qualitative regulation for sound liquidity risk management. An overhaul of the quantitative regulatory framework ...

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