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Liquidity Stress Testing (FRM Part 2 2023 – Book 4 – Chapter 9)

For FRM (Part I & Part II) video lessons, study notes, question banks, mock exams, and formula sheets covering all chapters of the FRM syllabus, click on the following link: https://analystprep.com/shop/unlimite... AnalystPrep is a GARP-Approved Exam Preparation Provider for FRM Exams After completing this reading, you should be able to: - Differentiate between various types of liquidity, including funding, operational, strategic, contingent, and restricted liquidity. - Estimate contingent liquidity via the liquid asset buffer. - Discuss the matters about the liquidity stress test design, such as scope, scenario development, assumptions, outputs, governance, and integration with other risk models.

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