The Resource Next Generation System-Wide Liquidity Stress Testing, Puhr, Claus
Next Generation System-Wide Liquidity Stress Testing, Puhr, Claus
Resource Information
The item Next Generation System-Wide Liquidity Stress Testing, Puhr, Claus represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of San Diego Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Next Generation System-Wide Liquidity Stress Testing, Puhr, Claus represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of San Diego Libraries.
This item is available to borrow from 1 library branch.
- Summary
- A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact of bank run scenarios; (b) a module to assess risks arising from maturity transformation and rollover risks, implemented either in a simplified manner or as a fully-fledged cash flow-based approach; and (c) a framework to link liquidity and solvency risks. The framework also allows the simulation of how banks cope with upcoming regulatory changes (Basel III), and accommodates differences in data availability. A case study shows the impact of a "Lehman" type event for stylized banks
- Language
- eng
- Extent
- 1 online resource (61 pages)
- Note
- Available in PDF, ePUB, and Mobi formats on the Internet
- Isbn
- 9781475502466
- Label
- Next Generation System-Wide Liquidity Stress Testing
- Title
- Next Generation System-Wide Liquidity Stress Testing
- Statement of responsibility
- Puhr, Claus
- Language
- eng
- Summary
- A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact of bank run scenarios; (b) a module to assess risks arising from maturity transformation and rollover risks, implemented either in a simplified manner or as a fully-fledged cash flow-based approach; and (c) a framework to link liquidity and solvency risks. The framework also allows the simulation of how banks cope with upcoming regulatory changes (Basel III), and accommodates differences in data availability. A case study shows the impact of a "Lehman" type event for stylized banks
- Cataloging source
- CEF
- http://bibfra.me/vocab/lite/collectionName
- IMF eLibrary
- http://library.link/vocab/creatorName
- Puhr, Claus
- Government publication
- international or intergovernmental publication
- Index
- no index present
- LC call number
- HG3881.5.I58 ONLINE
- Literary form
- non fiction
- Nature of contents
- dictionaries
- http://library.link/vocab/relatedWorkOrContributorName
-
- Hesse, Heiko
- Neftci, Salih N
- Neudorfer, Benjamin
- Puhr, Claus
- Santos, Andre
- Schmieder, Christian
- Schmitz, Stefan W
- International Monetary Fund
- Series statement
- IMF Working Paper,
- Series volume
- WP/12/3
- Label
- Next Generation System-Wide Liquidity Stress Testing, Puhr, Claus
- Note
- Available in PDF, ePUB, and Mobi formats on the Internet
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Control code
- 1044274648
- Dimensions
- unknown
- Extent
- 1 online resource (61 pages)
- Form of item
- online
- Isbn
- 9781475502466
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
-
- 10.5089/9781463995522.001
- 10.5089/9781475502466.001
- Specific material designation
- remote
- System control number
-
- imfWPIEA2012003
- (IMF)WPIEA2012003
- (OCoLC)1044274648
- Label
- Next Generation System-Wide Liquidity Stress Testing, Puhr, Claus
- Note
- Available in PDF, ePUB, and Mobi formats on the Internet
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Control code
- 1044274648
- Dimensions
- unknown
- Extent
- 1 online resource (61 pages)
- Form of item
- online
- Isbn
- 9781475502466
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
-
- 10.5089/9781463995522.001
- 10.5089/9781475502466.001
- Specific material designation
- remote
- System control number
-
- imfWPIEA2012003
- (IMF)WPIEA2012003
- (OCoLC)1044274648
Subject
Genre
Member of
Library Links
Embed
Settings
Select options that apply then copy and paste the RDF/HTML data fragment to include in your application
Embed this data in a secure (HTTPS) page:
Layout options:
Include data citation:
<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.sandiego.edu/portal/Next-Generation-System-Wide-Liquidity-Stress/0LzZ0PONvu0/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.sandiego.edu/portal/Next-Generation-System-Wide-Liquidity-Stress/0LzZ0PONvu0/">Next Generation System-Wide Liquidity Stress Testing, Puhr, Claus</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.sandiego.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.sandiego.edu/">University of San Diego Libraries</a></span></span></span></span></div>
Note: Adjust the width and height settings defined in the RDF/HTML code fragment to best match your requirements
Preview
Cite Data - Experimental
Data Citation of the Item Next Generation System-Wide Liquidity Stress Testing, Puhr, Claus
Copy and paste the following RDF/HTML data fragment to cite this resource
<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.sandiego.edu/portal/Next-Generation-System-Wide-Liquidity-Stress/0LzZ0PONvu0/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.sandiego.edu/portal/Next-Generation-System-Wide-Liquidity-Stress/0LzZ0PONvu0/">Next Generation System-Wide Liquidity Stress Testing, Puhr, Claus</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.sandiego.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.sandiego.edu/">University of San Diego Libraries</a></span></span></span></span></div>