• Liquidity at risk: Joint stress testing of solvency and liquidity 

      Cont, Rama; Kotlicki, Artur; Valderrama, Laura (Working Paper;11/2019, Working paper, 2019)
      The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests are often applied in parallel to solvency stress tests, based on scenarios which may ...