Intraday Liquidity Stress Testing - Techniques & Challenges

About this Episode

Carlos León at Banco de la República and Gilberto Chavez-Velazquez at Deutsche Bank join FNA's Mohesen Namazi and Kimmo Soramäki to share their perspectives on approaches to Intraday Liquidity stress testing.

00:00:00: Introduction
00:02:13: Approaches to applying stress testing to intraday liquidity
00:09:42: What are some of the data and operational challenges in quantifying and measuring stress testing from an Intraday liquidity perspective
00:18:02: Important considerations when building a successful programme to address regulatory requirements
00:24;02: new techniques and consideration in intraday liquidity stress testing programme