Liquidity Reporting, Contingency Funding Plans, Non-Deposit Liabilities, and Repos
Free GARP FRM Part II lesson in Liquidity and Treasury Risk Measurement and Management. 25 min read, ~3,726 words.
Liquidity reports flow daily (operational dashboards) - weekly (ALCO) - monthly (board) - regulatory (LCR, NSFR, intraday); encumbered assets are not buffer, so gross numbers overstate liquidity. Contingency Funding Plan (CFP) maps EWIs to escalation tiers and tiers to a defined action menu; triggers, owners, action options, and timelines must...
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What this lesson covers
- Content
- Example 1
- Example 2
- Common Mistakes
- Check Your Understanding
- Exam Shortcuts
Learning objectives
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