moodys.com Moody’s Analytics Event Calendar FAQ Contact us

How to create bespoke liquidity tests/survival horizons using LCR cohorts

The next episode will walk you through a ‘how to’ on creating bespoke liquidity tests/survival horizons using LCR cohorts.  

This webinar will cover:

  • Constructing  Survival Horizons for internal stress tests that leverage Regulatory cohorts
  • Including ‘What-if’ scenarios for Liquidity Stress Testing with assumptions based on Regulatory LCR classifications
  • A practical demonstration of simulating a Liquid Asset Buffer liquidation within a stress test
Register to Watch.
Contact Us