CNB paper models domestic bank liquidity stress tests
A Czech National Bank paper published on January 13 finds that most banks in the Czech Republic have adequate liquidity buffers to respond to a liquidity shock similar to that experienced between 2008 and 2009.
The paper's authors, Zlatuše Komárková, Adam Geršl and Luboš Komárek, apply a macro stress-testing model on 23 Czech banks to test whether they held a sufficiently large amount of liquid assets to be able to survive the liquidity tension in their balance sheets during the crisis in 2008
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