Off balance sheet risk and Replacement cost risk: Difference between pages

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1. ''Liquidity and funding risk in banks.''
The risk of loss arising from the need to replace a contract before having paid away the principal amount.  
Often quantified approximately as the expected profit foregone.


Off balance sheet sources of liquidity risks for banks include items which might cause demands for additional funding in the future. These include:
== See also ==
*Contingent liabilities such as guarantees.
* [[Credit risk]]
*Undrawn lending facilities.
* [[Principal risk]]
*Derivative instruments.
*Securitisation special purpose vehicles.
 
 
2.
 
Any risks arising from events, contingencies or relationships not recorded in an entity's balance sheet.


== See also ==
* [[Balance sheet]]
* [[Contingent liabilities]]
* [[Derivative instrument]]
* [[Entity]]
* [[FRS  102]]
* [[IFRS 16]]
* [[Liquidity risk]]
* [[Off balance sheet]]
* [[Off-balance sheet finance]]
* [[Required Stable Funding]]
* [[Securitisation special purpose vehicle]]

Revision as of 14:20, 23 October 2012

The risk of loss arising from the need to replace a contract before having paid away the principal amount. Often quantified approximately as the expected profit foregone.

See also


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