The book "Stress Tests for Bank Liquidity Risk" by Christian Thomas offers a comprehensive analysis and evaluation of stress testing methods in the context of liquidity risk for medium-sized credit institutions. The author examines various application concepts from the scientific literature as well as their practical implementation in a medium-sized savings bank. Special attention is given to the applicability and suitability of the methods to meet the regulatory requirements of the Capital Requirements Regulation and the minimum standards for risk management. Through a critical engagement with existing concepts, the book provides valuable recommendations tailored specifically to the needs and challenges of medium-sized credit institutions. It is an essential work for professionals in the field of risk management and liquidity control who wish to address current requirements and best practices.