LM-2.5.4
Cash-flow projections must address a variety of factors over different time horizons, including:
(a) Vulnerabilities to changes in liquidity needs and funding capacity on an intraday basis;
(b) Day-to-day liquidity needs in, say, 5 to 7 days ahead;
(c) Funding capacity over short and medium-term horizons (e.g. 14 day, 1, 2, 3, 6 and 9 months) of up to 1 year;
(d) Longer-term liquidity needs over 1, 2, 3, 4 and beyond 5 years; and
(e) Vulnerabilities to events, activities and strategies that can put a significant strain on a bank's capacity for generating liquidity.
August 2018