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3.8.Basel Management
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Liquidity risk management challenges
Increased reliance on funding from the capital mkts
Securitization
Complexity of financial instruments
Increase use of collateral agreements
Automated pmts systems and intraday settlements
Cross border flows
Approaches to supervise liquidity risk
Liquidity policies
Stress tests
Contingency funding plan
Setting limits
Reporting
Public disclosure
Key lessons from 2007 crisis
Stress testing
: include mkt-wide shocks
Contingency funding plans
: were too weak
Off-balance sheet and contingent commitments
Balance sheet management & internal transfer pricing
Capital
: should not be used in place of liq mgmt
Central bank facilities
Cross-border issues
Author
Exam9
ID
65097
Card Set
3.8.Basel Management
Description
Basel
Updated
2011-02-09T01:41:01Z
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