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1. www.osfi-bsif.gc.ca › en › guidanceLiquidity Principles – Guideline (2020) - Office of the ...

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   OSFI Principle #1 (BCBS Principle #1): An institution is responsible for the sound management of liquidity risk. An institution should establish a robust liquidity risk management framework that ensures it maintains sufficient liquidity, including a cushion of unencumbered, high quality liquid assets, to withstand a range of stress events, including those involving the loss or impairment of ...

   • Liquidity Adequacy Requirements (LAR) (2025) Chapter 7 ...

     During their discussions on broader liquidity risk...

2. www.osfi-bsif.gc.ca › en › guidanceLiquidity Adequacy Requirements (LAR) (2025) Chapter 7 ...

   www.osfi-bsif.gc.ca › en › guidance

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   May 27, 2024 · During their discussions on broader liquidity risk management, institutions and supervisors should also consider the impact of an institution's intraday liquidity requirements in stress conditions. As guidance, four possible (but non-exhaustive) stress scenarios have been identified and are described in section 7.3, paragraphs 29 to 35.

3. Videos

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     Advanced Liquidity Risk, Stress-Testing and Pricing

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     Liquidity Risk & ILAAP | Managing Liquidity Under Stress

     Mar 18, 2021

     5.7K Views

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     A brief explanation of stress testing in banking under Basel rules with an Excel example

     Apr 7, 2021

     42.8K Views

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4. www.osfi-bsif.gc.ca › en › guidanceChanges to the Guideline B-6 – Liquidity Principles

   www.osfi-bsif.gc.ca › en › guidance

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   An institution should use stress test outcomes to adjust its liquidity risk management strategies, policies, and positions and to develop effective contingency plans. Regarding the design of stress scenarios, the language in the public consultation referred to stressors being incorporated based on “unforeseen events”, a concept that may be difficult to quantify.

5. www.moodys.com › sites › productsLiquidity risk and the usefulness of stress tests - Moody's

   www.moodys.com › sites › products

   back-up liquidity, robust stress-testing and regular trials of funding strategies to be used in the event of a liquidity crisis. Amongst other risk types, the FSA lists some highly specific liquidity risks: intra-group liquidity risk, inter-currency liquidity risk and intra-day liquidity risk, to name but a few.

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6. www.bankofcanada.ca › wp-content › uploadsGuidance on liquidity risk - Bank of Canada

   www.bankofcanada.ca › wp-content › uploads

   The guidance for maintaining sufficient liquid resources is based on Principle 7 - Key Considerations3, 5, 6 and 9. A “potential liquidity exposure” is defined as the estimated maximum daily liquidity needs resulting from the market value of the FMI’s payment obligations under normal business conditions. FMIs should consider potential ...

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7. www.bis.org › fsi › publLiquidity stress tests for banks – range of practices and ...

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   Oct 11, 2024 · Liquidity stress tests are traditionally employed by financial authorities to assess the materiality of liquidity risk within the banking sector. In a stress situation liquidity becomes concentrated in stronger firms: liquidity stress tests help the authorities to identify the weakest banks. They can also help to understand the propagation of the initial shock. This paper reviews a range of ...

8. People also ask

   What is a liquidity stress test?

   • An institution should use stress test outcomes to adjust its liquidity risk management strategies, policies, and positions and to develop effective contingency plans. OSFI expects institutions to develop a comprehensive liquidity stress testing program that considers multiple scenarios of varying degrees of stress and time horizons.

   Liquidity Principles – Guideline (2020) - Office of the

   www.osfi-bsif.gc.ca/en/guidance/guidance-library/liquidity-principles-guideline-2020

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   Is stress-testing necessary to manage liquidity risk?

   • Clearly, the issue here is not just one of putting adequate stress-testing in place to manage liquidity risk. Liquidity is a bank’s ability to raise funds and meet its commitments as and when they fall due “without incurring unacceptable losses.”

   Liquidity risk and the usefulness of stress tests - Moody's

   www.moodys.com/sites/products/ProductAttachments/Liquidity Risk and the Usefulness of Stress Tests.pdf

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   What are the biggest challenges to liquidity stress tests?

   • In the light of liquidity events since 2020, the paper reviews the biggest challenges to liquidity stress tests, such as data issues and modelling capabilities, including the ability to model banks' management responses, interactions among banks and between banks and NBFIs, second-round effects and contagion risks.

   Liquidity stress tests for banks – range of practices and possible

   www.bis.org/fsi/publ/insights59.htm

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   Should banks rethink the new liquidity stress-testing requirements?

   • The new liquidity stress-testing requirements are being given a cautious welcome by banks, who see in them both a regulatory burden and an opportunity to improve profitability. Based on recent experience, banks feel that the main liquidity management risk factor to be reconsidered is liquidity risk in internal costs.

   Liquidity risk and the usefulness of stress tests - Moody's

   www.moodys.com/sites/products/ProductAttachments/Liquidity Risk and the Usefulness of Stress Tests.pdf

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   How to manage liquidity risk?

   • Principle 3 – Senior management should develop a strategy, policies and practices to manage liquidity risk in accordance with the risk tolerance and to ensure that the institution maintains sufficient liquidity.

   Changes to the Guideline B-6 – Liquidity Principles - Office of the

   www.osfi-bsif.gc.ca/en/guidance/guidance-library/changes-guideline-b-6-liquidity-principles

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   What should a financial institution's liquidity risk management strategy consider?

   • The financial institution’s liquidity risk management strategy should take into consideration the interdependencies between the various members of the same group in terms of liquidity and the impacts of these interdependencies on the financial institution’s liquidity risk.

   Liquidity Risk Management Guideline | AMF - lautorite.qc.ca

   lautorite.qc.ca/en/professionals/deposit-institutions-and-trust-companies/guidelines/capital-and-liquidity/liquidity-risk-management-guideline

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9. lautorite.qc.ca › en › professionalsLiquidity Risk Management Guideline | AMF - lautorite.qc.ca

   lautorite.qc.ca › en › professionals

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   The results of scenario analyses and stress tests should, on the one hand, enable the financial institution to identify potential liquidity risk management deficiencies and, on the other hand, enable it to establish or amend its liquidity risk management strategies in order to remedy such deficiencies (e.g., revising limits, reducing exposures, diversifying sources of financing and accessing ...