Что такое Стресс ликвидного риска?
Стресс ликвидного риска A situation or scenario in which a bank faces significant cash outflows or restricted market funding, testing its ability to meet short-term obligations.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Стресс ликвидного риска” Used in Practice?
Банки моделируют стресс ликвидного риска для обеспечения достаточного объема ликвидных активов.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Что такое Стресс ликвидного риска?
A situation or scenario in which a bank faces significant cash outflows or restricted market funding, testing its ability to meet short-term obligations.
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