Liquidity Stress Tests for Investment Funds : A Practical Guide /

Liquidity Stress Tests for Investment Funds : A Practical Guide /

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 stre...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Bouveret, Antoine
स्वरूप:	पत्रिका
भाषा:	English
प्रकाशित:	Washington, D.C. : International Monetary Fund, 2017.
श्रृंखला:	IMF Working Papers; Working Paper ; No. 2017/226
ऑनलाइन पहुंच:	Full text available on IMF

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