Liquidity risk management is crucial for financial stability, especially in volatile markets. This article explores advanced ...

Participants will delve into liquidity stress-testing through the exploration of procedural best practices and the quantification of stress-testing variables. Sessions will analyse different facets of ...

Mutual fund houses are now meant to disclose every month the level of liquidity their small and mid-cap schemes enjoy by carrying out what is known as ‘stress test’. These directions were ...

A recent high-risk Ethereum (ETH) long position served as a stress test for Hyperliquid. A whale opened a large-scale ...

Significant regulatory reforms from the Securities and Exchange Board of India (SEBI) such as registration requirements, fee caps and independent oversight help ensure transparency, investor ...

Derivative Path’s newly launched Risk Dashboard is designed to meet the needs of alternative investment managers who rely ...

The FSAP team undertook a thorough top-down corporate and bank solvency, bank liquidity stress tests as well as analysis of interconnectedness using mid-2023 data. This note covers the methodology and ...

Several small-cap mutual funds with large assets under management will likely need more days than usual to liquidate their portfolio, pointing to higher risk in such investments. Some experts ...

The stress testing focused on strengthening the solvency and liquidity frameworks: (i) for solvency, considering credit and foreign exchange risks to design robust scenarios, applying econometric ...

M&T Bank CEO René Jones shared insights on the internal workings of the bank and the broader financial system in his lengthy annual letter.