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Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solvency stress testing. The ability to adequately identify, model and assess the impact of liquidity shocks, which are infrequent but can have a severe impact on affected banks and financial systems, is complicated not only by data limitations but also by interactions among multiple factors. This paper provides a conceptual overview of liquidity stress testing approaches for banks and discusses their implementation by IMF staff in the Financial Sector Assessment Program (FSAP) for countries with systemically important financial sectors over the last six years.

Liquidation. --- Liquidation --- Winding up of companies --- Commercial law --- Corporation law --- Liquidating dividends --- Partition --- Law and legislation --- E-books --- Banks and Banking --- Finance: General --- Financial Econometrics --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Financing Policy --- Financial Risk and Risk Management --- Capital and Ownership Structure --- Value of Firms --- Goodwill --- Financial Institutions and Services: Government Policy and Regulation --- Portfolio Choice --- Investment Decisions --- Finance --- Financial services law & regulation --- Banking --- Liquidity stress testing --- Liquidity risk --- Stress testing --- Liquidity --- Financial sector policy and analysis --- Financial regulation and supervision --- Asset and liability management --- Liquidity management --- Banks and banking --- Financial risk management --- Economics --- United Kingdom