01900cas a2200265 a 4500 AALejournalIMF017612 230101c9999 xx r poo 0 0eng d 5.00 USD 9781475597240 1018-5941 BD-DhAAL BD-DhAAL Jobst, Andreas A. Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems / Andreas A. Jobst, Li Lian Ong, Christian Schmieder. Washington, D.C. : International Monetary Fund, 2017. 1 online resource (56 pages) IMF Working Papers <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solvency stress testing. The ability to adequately identify, model and assess the impact of liquidity shocks, which are infrequent but can have a severe impact on affected banks and financial systems, is complicated not only by data limitations but also by interactions among multiple factors. This paper provides a conceptual overview of liquidity stress testing approaches for banks and discusses their implementation by IMF staff in the Financial Sector Assessment Program (FSAP) for countries with systemically important financial sectors over the last six years. Mode of access: Internet Ong, Li Lian. Schmieder, Christian. IMF Working Papers; Working Paper ; No. 2017/102 Full text available on IMF http://elibrary.imf.org/view/journals/001/2017/102/001.2017.issue-102-en.xml IMF e-Library