Stress testing and contingency funding plans: an analysis of current practices in the Luxembourg banking sector
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References listed on IDEAS
- ?tefan Rychtárik, 2009. "Liquidity Scenario Analysis in the Luxembourg Banking Sector," BCL working papers 41, Central Bank of Luxembourg.
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- Francisco Nadal De Simone & Franco Stragiotti, 2010. "Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector," BCL working papers 45, Central Bank of Luxembourg.
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Keywordsliquidity risk; liquidity stress testing; contingency funding plan; principal component analysis.;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2010-02-20 (Risk Management)
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