Liquidity stress test

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1. Treasury - liquidity risk - liquidity risk management - stress testing - regulation - European Securities and Markets Authority (ESMA) - UK - Financial Conduct Authority (FCA).

(LST).

The European Securities and Markets Authority defines liquidity stress testing as a risk management tool within the overall liquidity risk management framework of an asset manager which simulates a range of conditions, including: normal and stressed (i.e. extreme, unlikely or unfavourable) plausible conditions, to assess their potential impact on the funding (liability), assets, overall liquidity of a fund and, the necessary follow-up action.

The UK's Financial Conduct Authority follows this definition.


2. Treasury - liquidity risk - liquidity risk management - stress testing.

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