LM Liquidity Risk Management
- LM-A Introduction
- LM-1 Governance of Liquidity Risk Management
- LM-2 Liquidity Risk Identification, Measurement, Monitoring and Control
- LM-3 Foreign Currency Liquidity Management
- LM-4 Funding Diversification and Market Access
- LM-5 Maintenance of Liquidity Cushion
- LM-6 Intragroup Liquidity Management
- LM-7 Intraday Liquidity Risk Management
- LM-8 Collateral management
- LM-9 Stress Testing and Scenario Analysis
- LM-10 Contingency Funding Plan
- LM-11 Liquidity Coverage Ratio
- LM-12 Net Stable Funding Ratio
- Appendix A Illustrative Summary of the LCR
- Appendix B LCR Common Disclosure Template
- Appendix C NSFR Common Disclosure Template
- Appendix D Definitions
- Appendix E Operational Deposits
- Appendix F Bilateral Netting Agreements
- Appendix G Utilising the Cash Portion of Variation Margin Received to Reduce the Replacement Cost
- Appendix H High Quality Liquid Assets as per the LCR
- Appendix I Mapping Notations Used by Individual ECAIs for Sovereigns, Central Banks, PSEs and MDBs
- Appendix J Illustrative NSFR Computation Template