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Liquidity Stress Testing: Multidimensional Views Needed for Useful Results

MarcusEvans 12th Annual Liquidity Management

Steve Turner, Managing Director, Novantas
Greg Muenzen, Principal, Novantas

  • Proprietary data use: what can be learned from statistical analysis of these data and what are the limits
  • Failed and close to failed bank data: parameterizing stress outcomes from aggregated individual bank results; with considerations of using US and non-US data
  • Looking inward: setting boundaries on stable and at-risk flows by identifying and focusing on flows most at-risk
  • Case study results: setting assumptions for Retail MMDA/Savings deposit segment

For more information, contact Novantas Marketing

+1 (212) 901-2772

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