The events of the first half of 2023 have further underscored the importance of liquidity risk management and contingency funding planning. The addendum highlights the importance of contingency ...
Liquidity risk refers to the marketability of an investment and whether it can be bought or sold quickly enough to meet debt ...
On February 23, The Board of Governors of the Federal Reserve System (the Board), the Federal Deposit Insurance Corporation (FDIC), and the Office of the Comptroller of the Currency (OCC) ...
On February 23, 2023, in the wake of the deposit run experienced by Silvergate Bank, a bank holding deposits on behalf of a number of crypto-asset related entities, the Board of Governors of the ...
Following the global financial crisis that began in 2007–08, policy- makers have multiplied their efforts and implemented reforms to strengthen the resilience of the financial sector. But – while ...
The LQA tool, which was developed over a six-year period and is the first system of its kind to use machine learning, according to Bloomberg, is aimed at providing bond risk managers, portfolio ...
The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests have been applied in parallel to and independently from ...
As regulation, geopolitics and market shifts constrain liquidity, institutional investors must rethink how to manage this overlooked risk. Unsplash+ When Silicon Valley Bank collapsed, it wasn’t left ...
The amount of level 3 assets, or those that are not actively traded, in a fund is one of the best and most accessible proxies for a fund’s liquidity risk. The difficulty of valuing these assets makes ...
Over the decades, financial markets have delivered repeated reminders that liquidity is never guaranteed. It may appear stable on paper, embedded neatly into models and stress tests, but in real-world ...
This story was updated to incorporate additional data on bank deposits. See our editor’s note at the bottom for details. Bank stocks have faced a reckoning over the past week following the collapse of ...
All firms, particularly financial institutions, require access to borrowed funds to carry out their operations, from paying their near-term obligations to making long-term strategic investments. An ...
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