Liquidity Stress Testing

Thank you to everyone who attended our Liquidity Stress Testing Webinar, which we run exclusively for ALMIS users. We had a high attendance highlighting how important the topic is.

 

To encourage interaction and add extra value, William Webster the Managing Director of Barbican Consulting Limited, joined the meeting as a guest treasury expert where he shared his views on Liquidity Stress Testing. He made several interesting comments which are outlined in our slides.

 

Attendees provided information on the stress tests they run in advance of the meeting. The slides also contain a summary of user feedback on what liquidity stress assumptions are currently used.

 

Please feel free to download slides from Liquidity Stress Testing Webinar

 

This peer comparison proved to be very useful, with one attendee commenting

“Always good to see a comparison of what other institutions do”

Polls revealed that most (77%) split out idiosyncratic and market wide stresses and more than half of attendees run 3 to 5 scenarios.

 

liquidity stress assumptions

 

We hold webinars every month on important industry topics. Our next webinar is on yield curves for interest risk and fair values, and will be held on Tuesday 27th September at 2.30pm.

“quick way of getting a good understanding of a subject”

“very easy way to get a group of ALMIS users together & discuss various topics”