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.

 

 

00:00:00: Introduction 

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

 

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