CFP: Difference between revisions
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imported>Doug Williamson (Expand. Source: BIS http://www.bis.org/publ/bcbs144.pdf) |
imported>Doug Williamson (Mend link.) |
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Contingency Funding Plan. | Contingency Funding Plan. | ||
A CFP is a Basel III requirement for a plan | A CFP is a Basel III requirement for a plan that clearly sets out a firm's strategies for addressing liquidity shortfalls, under both firm-specific and market-wide situations of stress. | ||
The plan should be regularly tested and updated to ensure that it is operationally robust. | The plan should be regularly tested and updated to ensure that it is operationally robust. | ||
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* [[Bank supervision]] | * [[Bank supervision]] | ||
* [[Basel III]] | * [[Basel III]] | ||
* [[Early warning indicator]] (EWI) | |||
* [[Funding]] | * [[Funding]] | ||
* [[Funding risk]] | * [[Funding risk]] | ||
* [[ | * [[Internal Liquidity Adequacy Assessment Process]] (ILAAP) | ||
* [[Liquidity]] | * [[Liquidity]] | ||
* [[Liquidity buffer]] | * [[Liquidity buffer]] | ||
* [[Liquidity Coverage Ratio]] | * [[Liquidity Coverage Ratio]] | ||
* [[Liquidity risk]] | * [[Liquidity risk]] | ||
* [[ | * [[Overall Liquidity Adequacy Rule]] (OLAR) | ||
* [[Prudential Regulation Authority]] | * [[Prudential Regulation Authority]] | ||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
[[Category:Cash_management]] | |||
[[Category:Liquidity_management]] | |||
Latest revision as of 11:38, 25 June 2022
Bank supervision.
Contingency Funding Plan.
A CFP is a Basel III requirement for a plan that clearly sets out a firm's strategies for addressing liquidity shortfalls, under both firm-specific and market-wide situations of stress.
The plan should be regularly tested and updated to ensure that it is operationally robust.
