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Interest rate risk and liquidity risk management are integrated into the credit union's organization and planning to promote sound decisions. Liquidity needs are met through planned funding and controlled uses of funds. Liquidity contingency plans have been established and are expected to be effective in meeting unanticipated funding needs.
The FDIC discuss liquidity risk management and write "Contingency funding plans should incorporate events that could rapidly affect an institution’s liquidity, including a sudden inability to securitize assets, tightening of collateral requirements or other restrictive terms associated with secured borrowings, or the loss of a large depositor ...
Funding liquidity is essentially a binary concept: a bank can either settle obligations or it cannot. Funding liquidity risk, however, can take infinitely many values because it is related to the distribution of future outcomes. A different time scale is implicit in this distinction. Funding liquidity is associated with one particular point in ...
Wholesale funding is a method that banks use in addition to core demand deposits to finance operations, make loans, and manage risk. In the United States wholesale funding sources include, but are not limited to, Federal funds, public funds (such as state and local municipalities), U.S. Federal Home Loan Bank advances, the U.S. Federal Reserve's primary credit program, foreign deposits ...
In response to liquidity risks, bank regulators agreed global standards to reduce banks' ability to engage in liquidity and maturity transformation, thereby reducing banks' exposure to runs. Traditionally, the response to this risk was a combination of deposit insurance and discount window access.
In business, economics or investment, market liquidity is a market's feature whereby an individual or firm can quickly purchase or sell an asset without causing a drastic change in the asset's price. Liquidity involves the trade-off between the price at which an asset can be sold, and how quickly it can be sold.
In addition to changes in capital requirements, Basel III also contains two entirely new liquidity requirements: the net stable funding ratio (NSFR) and the liquidity coverage ratio (LCR). On October 31, 2014, the Basel Committee on Banking Supervision issued its final Net Stable Funding Ratio (it was initially proposed in 2010 and re-proposed ...
Extensions to VaR include Margin-, Liquidity-, Earnings-and Cash flow at risk, as well as Liquidity-adjusted VaR. For both (i) and (ii), model risk is addressed [34] through regular validation of the models used by the bank's various divisions; for VaR models, backtesting is especially employed. Regulatory changes, are also twofold.
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