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).

In the regulatory context, the European Securities and Markets Authority (ESMA) 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 - importantly - the necessary follow-up action.

The UK's Financial Conduct Authority (FCA) follows this definition as well.


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

Similar activity in other contexts.


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