Of Runes and Sagas; Perspectives on Liquidity Stress Testing Using an Iceland Example
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- Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014.
"Stress-testing macro stress testing: Does it live up to expectations?,"
Journal of Financial Stability,
Elsevier, vol. 12(C), pages 3-15.
- Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
- Eugenio M Cerutti & Christian Schmieder, 2012. "The Need for "Un-consolidating" Consolidated Banks' Stress Tests," IMF Working Papers 12/288, International Monetary Fund.
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KeywordsExternal shocks; Liquidity; Iceland; Stress testing; Funding gap; liquidity risk; liquidity shocks; solvency risk; stress tests; banking; financial institutions; bonds; hedging; banking sector;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-31 (All new papers)
- NEP-BAN-2010-07-31 (Banking)
- NEP-CBA-2010-07-31 (Central Banking)
- NEP-RMG-2010-07-31 (Risk Management)
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