Utilising liquidity stress tests as a risk management tool

Utilising liquidity stress tests as a risk management tool

By Rocco Fanciullo, Group Liquidity and Interest Rate Risk Management, UniCredit. 

Ahead of the upcoming 7th Annual Liquidity Risk Management Forum taking place on 12 June in London, Rocco Fanciullo, Group Liquidity and Interest Rate Risk Management, UniCredit has released his PDF presentation from the 2017 6th Annual Liquidity Risk Management Summit. These slides will assess key areas of concern within liquidity stress tests, including:

  • Evaluating the essential drivers to consider in a stress test;
  • scenario Analysis; and
  • usages of the stress testing and linkage between stress testing and financial planning, both in ordinary and in contingent situation.

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