GRMC Basel II Tutorial 亚太财经与发展学院巴塞尔II亚太财经与发展学院GRMC教程.pptVIP

Key points to be covered The failure of liquidity risk management What is liquidity risk? NAB: Key changes in liquidity risk management – Governance Internal Targets Funding Profile Policies and Assumptions Escalation Plan Procedures The Failure of Liquidity Risk Management Liquidity risk has contributed to several bank failures in 2007/8. Inadequate focus on funding concentration risks Inadequate contingency plans Inadequate identification of stress situations: market closures and contingent commitments Consequence: Significant re-view / re-writing of banks’ liquidity risk management polic