Beam Journal of Economic Studies
Volume 10, Numéro 2, Pages 492-512
2026-09-15

Micro Liquidity Stress Test And A Practice On Algerian Commercial Bank



Authors : Boussadia Sabrina . Aggoun Salim .

Abstract

This paper examin the use of stress tests in the banking industry as a tool for managing liquidity risk. We applied a micro- liquidity stress test to a single commercial bank at the central bank of Algeria using a descendant approach (Top-Down). We treated the situation of the bank in two scenarios: one basic scenario that involved projecting the bank's initial data while adhering to the Financial Modeling Process (FPM) methodology and another scenario involving a single factor that involved the follow-up of 5% deposits made over the course of 12 weekly Periods.

Keywords

liquidity ; risks ; stress test ; FPM ; scenario

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