1. Nicole Seaman

    P2.T8.20.10. Liquidity stress testing

    Learning objectives: Differentiate between various types of liquidity, including funding, operational, strategic, contingent and restricted liquidity. Estimate contingent liquidity via the liquid asset buffer. Discuss liquidity stress test design issues such as scope, scenario development...
  2. Nicole Seaman

    P2.T9.702. Dudley on market and funding liquidity

    Learning objectives: Compare and contrast market and funding liquidity and describe factors that have impacted by types of liquidity. Describe the regulatory and non-regulatory factors that have affected liquidity. Describe the link between market and funding liquidity. Examine the links between...
  3. Nicole Seaman

    P1.T1.701. Amplifying mechanism and recurring themes in the global financial crisis (Brunnermeier)

    Learning objectives: Describe how securitized and structured products were used by investor groups and describe the consequences of their increased use. Describe how the financial crisis triggered a series of worldwide financial and economic consequences. Distinguish between funding liquidity...