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Perspectives on Liquidity Risk Management

A SAS report written in collaboration with Longitude Research

About this paper

Financial institutions are taking steps to get ahead of the regulatory agenda for liquidity risk to ensure they have sufficient buffers. They are conducting more frequent, and more stringent, stress tests covering a wide range of risk factors. In the summer of 2013, SAS and Longitude Research interviewed a number of experts and finance executives to determine the challenges they face managing liquidity risk and their priorities in mitigating it. This paper is a synthesis of these interviews representing the viewpoint of chief officers of a major European retail bank.

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