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Liquidity risk has just recently emancipated itself as a significant risk type. Prior to the 2007 financial crisis, liquidity was considered only as a part of the regulatory reporting process for financial institutions and did not constitute a risk type requiring thorough risk management. In order to respond to the increased importance of liquidity risk and its role as a full-fledged risk factor, regulators introduced stress testing as the primary technique for identifying, measuring and limiting liquidity risk vulnerabilities and exposures. BearingPoint presents a solution for complying with the regulatory requirements for liquidity risk stress testing, which can be applied in various banking environments. We offer a tailored step-by-step approach to identify institute-specific, extreme yet plausible, idiosyncratic and market-wide liquidity stress scenarios, allowing for the consistent management of liquidity risks.

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