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- The data are used to monitor an individual organization's overall liquidity profile for institutions supervised by the Federal Reserve. These data also provide detailed information on the liquidity risks within different business lines (e.g., financing of securities positions and prime brokerage activities).
www.federalreserve.gov/apps/reportingforms/Report/Index/FR_2052a
The recently finalized FR 2052a reporting rule is the next evolution of liquidity data reporting requirements, increasing the level of detail of on an institution’s liquidity profile, including additional information on securities financing transactions, wholesale un secured funding,
The LCR will be a key component of OSFI's supervisory approach to liquidity risk, and will be supplemented by detailed supervisory assessments of other aspects of an institution's liquidity risk management framework in line with the BCBS Sound Principles Footnote 2 and OSFI's Guideline B-6: Liquidity Principles Footnote 3, the NSFR (Chapter 3), and the other liquidity monitoring tools (Chapter ...
The revised expectations will ensure OSFI’s standards for measuring and monitoring liquidity risk are comprehensive and reflect current sound practice. OSFI is releasing the final version of its Liquidity Adequacy Requirements (LAR) guideline for implementation on January 1, 2020.
Jul 6, 2023 · Identify best practices for the reporting of a bank’s liquidity position. Compare and interpret different types of liquidity risk reports. Explain the process of reporting a liquidity stress test and interpret a liquidity stress test report.
In December 2021,the Board of Governors of the Federal Reserve System (FRB) issued its final requirements for revisions to the “Complex Institution Liquidity Monitoring Report” (FR 2052a) that were proposed in March 2021.1The final requirements are largely unchanged from the proposal changes,which included:
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Feb 23, 2021 · Since a single, consolidated view of a banking organization may be insufficient to provide meaningful insight into the institution’s liquidity profile, the FR 2052a requires data to be disaggregated by a material legal entity (e.g., parent company, broker/dealer entities, bank entities, etc.).
