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How to create bespoke liquidity tests/survival horizons using LCR cohorts

Name: How to create bespoke liquidity tests/survival horizons using LCR cohorts
Start: 2021-12-01T16:30:00+08:00
End: 2021-12-01T17:30:00+08:00

The next episode will walk you through a ‘how to’ on creating bespoke liquidity tests/survival horizons using LCR cohorts.

Click to register for the on-demand.

scheduleWednesday, 1 December 2021 | 0830 GMT | 1630 HKT

Click to register for the on-demand.

live_tv On-demand
About

This webinar will cover:

Constructing Survival Horizons for internal stress tests that leverage Regulatory cohorts
Including ‘What-if’ scenarios for Liquidity Stress Testing with assumptions based on Regulatory LCR classifications
A practical demonstration of simulating a Liquid Asset Buffer liquidation within a stress test

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