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Quantitative Finance · Glossário

O que é Liquidity drill?

Definition 27.2 The Desk and the Firm · Capítulo 27 — Crisis Management

A liquidity drill rehearses a liquidity crisis on the firm’s real accounts, terms and funding sources: a scripted scenario is run hour by hour, the crisis committee chooses actions under their real delays and costs, and the drill records the survival horizon and the decisions, to be compared with the plan.

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