01444cas a2200241 a 4500 AALejournalIMF018003 230101c9999 xx r poo 0 0eng d 5.00 USD 9781484324783 1018-5941 BD-DhAAL BD-DhAAL Bouveret, Antoine. Liquidity Stress Tests for Investment Funds : A Practical Guide / Antoine Bouveret. Washington, D.C. : International Monetary Fund, 2017. 1 online resource (34 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 This paper outlines a framework to perform liquidity stress tests for investment funds. Practical aspects related to the calibration of the redemption shock, the measurement of liquidity buffers and the assessment of the resilience of investment funds are discussed. The integration of liquidity stress tests with banking sector stress tests and possible bank-fund interlinkages are also covered. Mode of access: Internet IMF Working Papers; Working Paper ; No. 2017/226 Full text available on IMF http://elibrary.imf.org/view/journals/001/2017/226/001.2017.issue-226-en.xml IMF e-Library