It takes the average reader and 40 minutes to read Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity by Rama Cont
Assuming a reading speed of 250 words per minute. Learn more
The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which may not be consistent with those used in solvency stress tests. We propose a structural framework for the joint stress testing of solvency and liquidity: our approach exploits the mechanisms underlying the solvency-liquidity nexus to derive relations between solvency shocks and liquidity shocks. These relations are then used to model liquidity and...
Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity by Rama Cont is 39 pages long, and a total of 10,101 words.
This makes it 13% the length of the average book. It also has 12% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes and 55 minutes to read Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity aloud.
Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity is suitable for students ages 8 and up.
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