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Next Generation System-Wide Liquidity Stress Testing1

by Christian Schmieder, Heiko Hesse, Claus Puhr, Stefan W. Schmitz, Prepared Christian Schmieder, Heiko Hesse, Benjamin Neudorfer, Claus Puhr, Stefan W. Schmitz, Authorized Daniel, C. Hardy
"... 2012 This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF/OeNB or IMF/OeNB policy. Working Papers describe research in progress by the author(s) and are p ..."
Abstract - Cited by 1 (0 self) - Add to MetaCart
) and are published to elicit comments and to further debate. A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact of bank run scenarios; (b) a module to assess risks arising from maturity

Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector

by Francisco Nadal De Simone, Franco Stragiotti, Francisco Nadal, De Simone, Franco Stragiotti , 2010
"... This paper performs market and funding liquidity stress testing of the Luxembourg banking sector using stochastic haircuts and run-off rates. It takes into account not only the shocks to the banking sector and banks’ responses to them, but second-round effects due to the effects of banks ’ reactions ..."
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This paper performs market and funding liquidity stress testing of the Luxembourg banking sector using stochastic haircuts and run-off rates. It takes into account not only the shocks to the banking sector and banks’ responses to them, but second-round effects due to the effects of banks

EU BANKS ’ LIQUIDITY STRESS TESTING AND CONTINGENCY FUNDING PLANS November 2008EU BANKS ' LIQUIDITY STRESS TESTING AND CONTINGENCY FUNDING PLANS

by unknown authors , 2008
"... In 2008 all ECB publications feature a motif taken from the €10 banknote. © European Central Bank, 2008 Address ..."
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In 2008 all ECB publications feature a motif taken from the €10 banknote. © European Central Bank, 2008 Address

The Ferric Reducing Ability of Plasma (FRAP) as a measure of antioxidant power: The FRAP assay.

by Iris F F Benzie , J J Strain - Anal. Biochem., , 1996
"... destroy potential oxidants, and to scavenge ROS. Thus, A simple, automated test measuring the ferric reduc-oxidative stress-induced tissue damage is minimized. ing ability of plasma, the FRAP assay, is presented as However, an absolute or relative deficiency of antioxia novel method for assessing & ..."
Abstract - Cited by 436 (0 self) - Add to MetaCart
destroy potential oxidants, and to scavenge ROS. Thus, A simple, automated test measuring the ferric reduc-oxidative stress-induced tissue damage is minimized. ing ability of plasma, the FRAP assay, is presented as However, an absolute or relative deficiency of antioxia novel method for assessing

Conservation of resources: A new attempt at conceptualizing stress

by Stevan E. Hobfoll - American Psychologist , 1989
"... ABSTRACT: Major perspectives concerning stress are presented with the goal of clarifying the nature of what has proved to be a heuristic but vague construct. Current conceptualizations ofstress are challenged as being too phenomenological and ambiguous, and consequently, not given to direct empirica ..."
Abstract - Cited by 345 (3 self) - Add to MetaCart
empirical testing. Indeed, it is argued that researchers have tended to avoid the problem of defining stress, choosing to study stress without reference to a clear framework. A new stress model called the model of con-servation of resources i presented as an alternative. This resource-oriented model

Confirmation, Disconfirmation, and Information in Hypothesis Testing

by Joshua Klayman, Young-won Ha , 1987
"... Strategies for hypothesis testing in scientific investigation and everyday reasoning have interested both psychologists and philosophers. A number of these scholars stress the importance of disconnrmation in reasoning and suggest that people are instead prone to a general deleterious "confirmat ..."
Abstract - Cited by 333 (0 self) - Add to MetaCart
Strategies for hypothesis testing in scientific investigation and everyday reasoning have interested both psychologists and philosophers. A number of these scholars stress the importance of disconnrmation in reasoning and suggest that people are instead prone to a general deleterious "

Stress, coping and social support processes: Where are we? What next?

by Peggy A Thoits - Journal of Health and Social Behavior, , 1995
"... JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about J ..."
Abstract - Cited by 259 (1 self) - Add to MetaCart
and mental health both directly and as stress buffers, the theoretical mechanisms through which they do so still require elaboration and testing. New work suggests that coping flexibility and structural constraints on individuals' coping efforts may be important to pursue. Promising new directions

The cash flow sensitivity of cash

by Heitor Almeida, Murillo Campello, Michael S. Weisbach, Jon Garfinkle, Charlie Hadlock, Jarrad Harford, George Pennacchi, René Stulz, Toni Whited - Journal of Finance , 2004
"... We use the link between financial constraints and a firm’s demand for liquidity to develop a new test of the effect of financial constraints on firm policies. The effect of financial constraints can be captured by a firm’s propensity to save cash out of incremental cash inflows (the cash flow sensit ..."
Abstract - Cited by 277 (27 self) - Add to MetaCart
We use the link between financial constraints and a firm’s demand for liquidity to develop a new test of the effect of financial constraints on firm policies. The effect of financial constraints can be captured by a firm’s propensity to save cash out of incremental cash inflows (the cash flow

Development and testing of the OPLS all-atom force field on conformational energetics and properties of organic liquids

by William L. Jorgensen, David S. Maxwell, Julian Tirado-rives - J. Am. Chem. Soc , 1996
"... ReceiVed June 27, 1996. ReVised Manuscript ReceiVed September 5, 1996X Abstract: The parametrization and testing of the OPLS all-atom force field for organic molecules and peptides are described. Parameters for both torsional and nonbonded energetics have been derived, while the bond stretching and ..."
Abstract - Cited by 231 (3 self) - Add to MetaCart
ReceiVed June 27, 1996. ReVised Manuscript ReceiVed September 5, 1996X Abstract: The parametrization and testing of the OPLS all-atom force field for organic molecules and peptides are described. Parameters for both torsional and nonbonded energetics have been derived, while the bond stretching

Banks as Liquidity Providers: An Explanation for the Co-Existence of Lending and Deposit-Taking

by Anil K. Kashyap, Raghuram Rajan, Jeremy C. Stein - Journal of Finance , 2002
"... What ties together the traditional commercial banking activities of deposittaking and lending? We argue that since banks often lend via commitments, their lending and deposit-taking may be two manifestations of one primitive function: the provision of liquidity on demand. There will be synergies bet ..."
Abstract - Cited by 228 (14 self) - Add to MetaCart
What ties together the traditional commercial banking activities of deposittaking and lending? We argue that since banks often lend via commitments, their lending and deposit-taking may be two manifestations of one primitive function: the provision of liquidity on demand. There will be synergies
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