Search results with tag "Liquidity risk management"
Final Rule: Investment Company Liquidity Risk Management ...
www.sec.govregistered open-end management investment company, including open-end exchange-traded funds (“ETFs”) but not including money market funds, to establish a liquidity risk management program. Rule 22e-4 also requires principal underwriters and depositors of unit investment trusts (“UITs”) to engage in a limited liquidity review.
Basel III: The Liquidity Coverage Ratio and liquidity risk ...
www.bis.org15. The LCR should be a key component of the supervisory approach to liquidity risk, but must be supplemented by detailed supervisory assessments of other aspects of the bank’s liquidity risk management framework in line with the . Sound Principles, the use of the monitoring tools included in Part 2, and, in due course, the NSFR.
ECB Guide to the internal liquidity adequacy assessment ...
www.bankingsupervision.europa.euis that their liquidity risk management has to ensure their ability to fulfil their payment obligations at all times, even under adverse conditions. 2. Accordingly, the internal liquidity adequacy assessment process (ILAAP) plays a key role in the risk management of credit institutions. As regards significant
Basel Committee on Banking Supervision
www.bis.orgPrinciples for Sound Liquidity Risk Management and Supervision 1 Principles for Sound Liquidity Risk Management and Supervision Introduction 1. Liquidity is the ability of a bank1 to fund increases in assets and meet obligations as
Attachment to SR 10-6: Interagency Policy Statement on ...
www.federalreserve.govPage 1 of 14 . INTERAGENCY POLICY STATEMENT ON FUNDING AND LIQUIDITY RISK MANAGEMENT March 17, 2010 . The Office of the Comptroller of the Currency (OCC), Board of Governors of the Federal
LIQUIDITY RISK MANAGEMENT - Federal Deposit Insurance ...
www.fdic.govSuch institutions should augment traditional liquidity risk measures with pro forma cash flow and scenario analysis, and should have realistic contingency funding plans that are responsive to changes in liquidity risk exposure. The FDIC expects institutions to use liquidity measurement tools that match their funds management strategies and that
LIQUIDITY RISK - Monetary Authority of Singapore (MAS)
www.mas.gov.sgGUIDELINES ON RISK MANAGEMENT PRACTICES MARCH 2013 - LIQUIDITY RISK MONETARY AUTHORITY OF SINGAPORE Table of Contents 1 Introduction 1 2 Fundamentals 1 3 Principles for Sound Liquidity Risk Management 2 3.1 Application of Guidelines 2