The ECB Liquidity Stress Test 2019 - Prometeia white paper

19 Jun 2019
Date submitted
19 Jun 2019
Resource type
White paper
File type
Web page Web page
The ECB has included the assessment of banks’ resilience to liquidity shocks as one of its supervisory priorities for 2019. Accordingly, it launched LiST, the Liquidity Stress Test Exercise, a sensitivity analysis of liquidity risk, involving about 100 significant banks directly supervised under the SSM. Here Prometeia gives an overview of the methodology and drivers behind the supervisory stress test of 2019.
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