SEBI is setting up an expert committee to frame a stress testing methodology
Sep 22 2020
News Category: Regulatory Updates
According to media reports, SEBI is setting up an expert committee to frame a stress testing methodology, encompassing liquidity, credit and market risks, for all open-ended debt oriented mutual fund schemes. The committee shall also design a framework to determine the minimum asset allocation required in liquid assets, taking into account the nature of scheme’s assets, type of investors, outcome of stress testing, minimum redemption requirement etc.