Double duty: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages & Bank of England webpage http://www.bankofengland.co.uk/financialstability/Documents/fpc/fspapers/fs_paper11.pdf) |
imported>Doug Williamson (Classify page.) |
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==See also== | ==See also== | ||
*[[Collateral]] | *[[Collateral]] | ||
*[[Duty]] | |||
*[[Gilts]] | *[[Gilts]] | ||
*[[Intraday risk]] | *[[Intraday risk]] | ||
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*[[Liquidity]] | *[[Liquidity]] | ||
*[[Liquidity risk]] | *[[Liquidity risk]] | ||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
Latest revision as of 08:19, 13 March 2022
Bank regulation.
Double duty is the practice of using the same liquid assets, for example gilts, for two different purposes:
- As part of a Liquid Assets Buffer (LAB); and
- To collateralise intraday borrowing requirements.
