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Abstract
This thesis explores priority directions for improving commercial bank liquidity stress testing practices under macroeconomic instability. Based on an analysis of regulatory documents, the Central Bank’s 2025 Financial Stability Review, and scholarly sources, it is shown that while aggregate liquidity ratios exceed minimums, stress test outcomes are not substantively linked to operational funding decisions. A conditional sequence for implementation, the "macro-scenario – maturity ladder – liquidity buffer" principle, and five readiness assessment indicators are substantiated.
References
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