Liquidity risk has gained much attention in financial regulation recently, with the Basel III rules including two liquidity standards: the Liquidity Coverage Ratio and the Net Stable Funding Ratio. However, this paper from the IMF notes that liquidity stress tests are less developed than solvency stress tests, and sets out to create a platform for assessing banks’ liquidity positions. The platform uses an implied cash flow approach, cash flow-based liquidity tests, and tests to link solvency and liquidity risk. This report follows the recent reaffirmation from the Basel Committee on Banking Supervision of their commitment to the new liquidity standards