LM-1 Regulatory Framework for Supervision of Liquidity Risk

Topic:

Liquidity Risk Management - Statutory liquidity requirements

Keyword: LCR NSFR LMR CFR Systems/controls + Policies/procedures Regulatory reporting/disclosures Off-site review On-site examination Stress-testing Board of Directors Supervisory cooperation Revocation/suspension Risk-weighting approach Cash-flow projection CAMEL SRP External auditors Internal auditors Senior management/72B managers Solo/consolidated supervision Risk appetite/limits Specialized/Board committees Intraday liquidity monitoring tools -

Group: All Authorized Institutions