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

Practical Steps in Solving ALM Problems Series

Part of Banking In Focus launch

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
  • Speakers keyboard_arrow_down
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    Clotilde Jlouli Assistant Director, Product Manager Moody's Analytics
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