A stress testing exercise that a bank conducts on its intraday liquidity (IDL). Depending on the size, business model, payment...

A stress testing exercise that a bank conducts on its intraday liquidity (IDL). Depending on the size, business model, payment...

It stands for reverse stress testing; a stress testing that is conducted "reversely". While stress testing is a forward-looking technique...

A stress testing that is conducted "reversely". While stress testing is a forward-looking technique and approach (and scenario analysis tool)...

A risk management technique that is used to estimate how a company’s portfolio would have performed under some of the...

It stands for general wrong way risk; a type of wrong way risk (WWR) that comes into play because of...

A type of wrong way risk (WWR) that comes into play because of general market risk factors (macroeconomic factors) affecting...