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Liquidity Stress Testing for Committed Credit Facilities – A Bayesian approach to contingent liquidity risk

Liquidity Stress Testing for Committed Credit Facilities – A Bayesian approach to contingent liquidity risk

by Sanne Marsman | Oct 26, 2026 | Blog EN, Blog Finance EN

Home Services Framework Insights Insights Case study Mount Analytics Team Careers Contact RUTGER VAN DER KLAAUW, JEROEN HEIJNEMEN & ARTURO RICO TORRES Liquidity Stress Testing for Committed Credit Facilities – A Bayesian approach to contingent liquidity...

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