LM-A.1.3
This Module outlines a set of principles covering the following topics:
(a) Governance of liquidity risk management;
(b) Liquidity risk identification, measurement, monitoring and control;
(c) Foreign currency liquidity management;
(d) Funding diversification and market access;
(e) Maintenance of liquidity cushion;
(f) Intragroup liquidity management;
(g) Intraday liquidity risk management;
(h) Collateral management;
(i) Stress testing and scenario analysis; and
(j) Contingency Funding Plan.
August 2018