Stress Testing Liquidity Risk: The Case of the Brazilian Banking System
Benjamin Tabak (),
Rodrigo Miranda () and
No 302, Working Papers Series from Central Bank of Brazil, Research Department
This paper discusses the effects of the recent financial crisis on the Brazilian banking system. It discusses how liquidity risks have risen during the crisis and preventive measures that were taken in order to cope with these risks. It presents the liquidity stress testing approach that is under use in the Central Bank of Brazil and results from a survey on liquidity stress testing that has been applied to banks that operate in the Brazilian banking system.
New Economics Papers: this item is included in nep-ban, nep-cba, nep-fmk, nep-lam and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:bcb:wpaper:302
Access Statistics for this paper
More papers in Working Papers Series from Central Bank of Brazil, Research Department
Bibliographic data for series maintained by Francisco Marcos Rodrigues Figueiredo ().