Fewer than half of reserve managers perform liquidity stress tests
Approach tends to be more common among African and American institutions
Most central banks do not conduct liquidity stress tests on their reserve portfolios, the Reserve Benchmarks 2023 reveal.
Data from 55 central banks shows that only 22 institutions (40%) run liquidity stress-test scenarios. The majority, 33 central banks (60%), say they do not.
The figures vary, however, by geographical region. Central banks from Africa (54.5%) and the Americas (52.9%) tend to carry out the exercise more than colleagues from other regions. Across the Asia-Pacific countries
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