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All The Liability Figures Are Outflows While The Asset Figures Are Inflows

The banks may adopt a more granular approach to measuring liquidity risk by splitting the current 1-14 day time bucket in reporting into three separate buckets of next day, 2-7 days, and 8-14 days, resulting in 10 total time buckets. All reported liability amounts represent outflows while asset amounts represent inflows under the proposed changes to measuring short-term liquidity risk.

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28 views

All The Liability Figures Are Outflows While The Asset Figures Are Inflows

The banks may adopt a more granular approach to measuring liquidity risk by splitting the current 1-14 day time bucket in reporting into three separate buckets of next day, 2-7 days, and 8-14 days, resulting in 10 total time buckets. All reported liability amounts represent outflows while asset amounts represent inflows under the proposed changes to measuring short-term liquidity risk.

Uploaded by

AjDon
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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the banks may adopt a more granular approach to measurement of liquidity

risk by splitting the first time bucket (1-14 days at present) in the Statement
of Structural Liquidity into three time buckets viz., next day , 2-7 days and 814 days.5-28 days Thus, now we have 10 time buckets.
All the liability figures are outflows while the asset figures are
inflows.

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