Events
AMRO Cafe Seminar: Ready to Run Global Liquidity Stress Tests for Banks and Banking Systems
AMRO Cafe Seminar: Ready to Run Global Liquidity Stress Tests for Banks and Banking Systems
Friday, September 4, 2026, 3:00 PM SGT
Contact: Quach.ToanLong@amro-asia.org
Liquidity risk remains a persistent threat to financial stability, as starkly demonstrated by the 2023 banking turmoil in the United States and Europe. Hence, the ability to quickly gauge banks’ liquidity risks could prove useful especially during periods of market stress. In this context, our paper introduces a freely available, interactive liquidity stress-testing toolkit for assessing Basel III liquidity coverage ratio-type shocks at the bank and economy level. It covers nearly 13,000 commercial banks across more than 100 economies since 2006, and incorporates pre-calibrated benchmark scenarios, pre-run simulations, and user-defined scenario options. An innovative “breakeven stress factor”—the minimum shock intensity at which a bank’s net liquidity turns negative—is the central output metric. Using the tool, we find meaningful cross-country heterogeneity in liquidity resilience, persistent rank ordering over time, and at least some signalling for institutions that failed in 2023. We also discuss how rising run-off rates in a digitalised world and growing NBFI linkages challenge existing frameworks
REGISTERSpeakers
Christian Schmieder
Head of Operations, Monetary and Economic Department, BIS
Christian Schmieder joined the Monetary and Economic Department in March 2020 after working on the implementation and effects of financial regulatory reforms in the secretariats of the Financial Stability Board and the Basel Committee on Banking Supervision since 2012. Prior to that, he worked as an Economist at the International Monetary Fund, for the European Investment Bank, the Deutsche Bundesbank and in the private sector. He holds a PhD in business administration and has published a range of studies on banking, financial stability issues and asset management.
Xianguo (Jerry) Huang
Deputy Group Head and Acting Head, Macro-Financial Research Group (MFR), AMRO
Mr. Xianguo (Jerry) Huang is Deputy Group Head and Acting Head of the Macro-Financial Research Group (MFR) at AMRO. He leads AMRO’s macro-financial research agenda and oversees the Group’s work program, data management, and knowledge management initiatives. He has contributed extensively to AMRO’s surveillance and analytical work, including the ASEAN+3 Regional Economic Outlook (AREO), macro-financial research, and country surveillance across several ASEAN+3 economies.
From 2022 to 2024, Mr. Huang was seconded to the International Monetary Fund (IMF), where he worked in the Strategy, Policy, and Review Department as an internal reviewer and contributed to debt sustainability and external sector assessments supporting IMF lending programs.
His research focuses on macro-critical structural issues, including population ageing, social security systems, artificial intelligence, and other emerging technologies. His work has been published in journals such as Social Science & Medicine, Environmental and Resource Economics, and Emerging Markets Finance and Trade.
Mr. Huang holds a Ph.D. in Public Economics from the National Graduate Institute for Policy Studies (GRIPS) in Tokyo, Japan, and was a visiting scholar at the University of New South Wales, Australia.