A Framework for Systemwide Liquidity Analysis
May 17, 2024
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Asset and liability management, Commercial banks, Financial institutions, Financial regulation and supervision, Liquidity, Liquidity risk, Mutual funds, Securities
Keywords: Asset encumberance, Commercial banks, Derivative positions, Fire-sales, Global, Haircut, Liquidity, Liquidity analysis, Liquidity at risk, Liquidity constraint, Liquidity needs, Liquidity risk, Liquidity shock, Liquidity stress, Liquidity stress testing, Margin calls, Mutual funds, Net liquidity position, Nonbank financial institution, Repurchase agreement, Securities, Systemwide liquidity analysis
Publication Details
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Pages:
51
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2024/104
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Stock No:
WPIEA2024104
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ISBN:
9798400277078
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ISSN:
1018-5941