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.
- On-demand
- About
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
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