Liquidity Stress Testing in Asset Management - Part 4. A Step-by-step Practical Guide

2021 ◽  
Author(s):  
Thierry Roncalli ◽  
Amina Cherief
Keyword(s):  
Asset Management ◽  
Stress Testing ◽  
Practical Guide

scholarly journals Liquidity Stress Testing in Asset Management - Part 2. Modeling the Asset Liquidity Risk

2021 ◽  
Author(s):  
Thierry Roncalli ◽  
Amina Cherief ◽  
Fatma Karray-Meziou ◽  
Margaux Regnault
Keyword(s):  
Asset Management ◽  
Stress Testing ◽  
Liquidity Risk ◽  
Asset Liquidity

scholarly journals Liquidity Stress Testing in Asset Management, Part 1. Modeling the Liability Liquidity Risk

2020 ◽  
Author(s):  
Thierry Roncalli ◽  
Fatma Karray-Meziou ◽  
François Pan ◽  
Margaux Regnault
Keyword(s):  
Asset Management ◽  
Stress Testing ◽  
Liquidity Risk
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