FNA Talks Intraday Liquidity stress testing with Banco de la Republica and Deutsche bank.
Carlos Leon, Senior Researcher at Banco de la Republica and Gilberto Chavez-Velazquez, Director at Deutsche Bank join FNA’s Mohsen Namazi and Kimmo Soramäki to share their perspectives on approaches to Intraday Liquidity stress testing.
00:02:13: Approaches to applying stress testing to intraday liquidity
00:09:42: Operational challenges in quantifying and measuring stress testing
00:18:02: Important considerations when addressing regulatory requirements
00:24:02: New techniques and consideration in Intraday Liquidity stress testing programmes