Off balance sheet risk: Difference between revisions
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imported>Doug Williamson (Generalise second definition.) |
imported>Doug Williamson (updated link) |
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* [[Liquidity risk]] | * [[Liquidity risk]] | ||
* [[Off balance sheet]] | * [[Off balance sheet]] | ||
* [[Off | * [[Off balance sheet finance]] | ||
* [[Required Stable Funding]] | * [[Required Stable Funding]] | ||
* [[Securitisation special purpose vehicle]] | * [[Securitisation special purpose vehicle]] | ||
Revision as of 10:30, 18 August 2016
1. Liquidity and funding risk in banks.
Off balance sheet sources of liquidity risks for banks include items which might cause demands for additional funding in the future. These include:
- Contingent liabilities such as guarantees.
- Undrawn lending facilities.
- Derivative instruments.
- Securitisation special purpose vehicles.
2.
Any risks to an organisation arising from events, contingencies or relationships not recorded in the organisation's balance sheet.
