The Fed - Supervisory Policy and Guidance Topics - Liquidity ...
Liquidity risk is the risk to an institution’s financial condition or safety and soundness arising from its inability (whether real or perceived) to meet its contractual obligations.
liquidity risk management program include: • Effective management and board oversight; • Appropriate liquidity management policies, procedures, strategies, and risk limits; • Comprehensive liquidity risk measurement and monitoring systems; • Adequate levels of marketable assets; • A diverse mix of existing and potential funding
Effective liquidity risk management helps ensure a bank's ability to meet cash flow obligations, which are uncertain as they are affected by external events and other agents' behaviour.
Updated Guidance: Interagency Policy Statement on ... - FDIC
2023年7月28日 · The events of 2023 have underscored the importance of robust liquidity risk management and contingency funding planning. The agencies are issuing this updated guidance to remind depository institutions to maintain actionable contingency funding plans that take into account a range of possible stress scenarios.
FRB: Supervisory Letter SR 10-6 on interagency policy ...
2010年3月17日 · Liquidity risk for the U.S. operations of FBOs should be managed with processes and systems appropriate for the U.S. entities’ size, complexity, risk profile, and scope of activities.
Liquidity risk management follows the Principles for Capital and Liquidity Management issued by the Board of Governors that supplement the Statutes and the same overall risk governance principles as described in the Board of Directors’ Risk Appetite Statement (RAS) and Risk Management Policy (RMP).
Interagency Policy Statement on Funding and Liquidity Risk ...
2010年3月22日 · The policy statement summarizes the principles of sound liquidity risk management that the agencies have issued in the past and, when appropriate, supplements them with the “Principles for Sound Liquidity Risk Management and Supervision” issued by the Basel Committee on Banking Supervision (BCBS) in September 2008.