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Current industry challenges. Regulatory expectations of liquidity reporting have shifted to better align with those of traditional regulatory reports, including FR Y-14Q/M, FR Y-9C and FFIEC 009. There is increased emphasis on data infrastructure stability, data accuracy, and robust governance and control frameworks.
I would like to walk you through our report and focus on what we consider are the six most important guidelines with support to this report. The first one of them is a liquidity bucketing. Liquidity bucketing classification is based on the days to liquidate. We use Highly Liquid, Liquid, Less Liquid and Illiquid buckets to support the alerting ...
On March 29, 2021, the Federal Reserve Board (FRB) issued a proposed update to the FR 2052a, which was adopted largely as proposed in December 2021. The revised rule adds new reporting requirements that address the recently finalized NSFR requirements, specifications for calculating LCR and NSFR and aligns the reporting of the Liquidity Risk ...
Liquidity and Asset-liability Management. Asset-liability management (ALM) is the process of planning, organizing, and controlling asset and liability volumes, maturities, rates, and yields in order to minimize interest rate risk and maintain an acceptable prof-itability level. Simply stated, ALM is another form of planning.
2.16 Sample liquidity ratio report 46 2.17 Liquidity report and liquidity ratio calculation 48 2.18 Cumulative liquidity model 50 2.19 Liquidity risk factor 51 2.20 Large depositors as percentage of total funding report 51 2.21 Funding source report 53 2.22 Sample inter-company lending report 54 3.1 Plot of the integrand 68
characteristics of liquidity play a major role in determining the categories. 4.9. The asset and liability classification facilitates the analysis of transactions and stock positions between institutional units and serves as a framework for assessing the sources and uses of financing and degree of liquidity for these units.
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Learning Objectives. At the end of this lesson you should: be able to distinguish between strategic, operational and short-term tactical planning. understand how liquidity planning is connected to all levels of the planning process. understand the distinction between the source of liquidity requirements and active liquidity management.
