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
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Persistent link: https://EconPapers.repec.org/RePEc:bcb:wpaper:302
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