Funding risk: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Expand.) |
imported>Doug Williamson (Amend link.) |
||
| Line 1: | Line 1: | ||
1. | 1. | ||
''Bank funding | ''Bank funding'' | ||
In the bank liquidity and funding context, funding risk arises in the context of illiquid asset positions. | In the bank liquidity and funding context, funding risk arises in the context of illiquid asset positions. | ||
| Line 10: | Line 10: | ||
2. | 2. | ||
''Pensions funding | ''Pensions funding'' | ||
In the pensions context, funding risk arises in the context of defined benefit pensions schemes, especially ones in deficit. | In the pensions context, funding risk arises in the context of defined benefit pensions schemes, especially ones in deficit. | ||
| Line 31: | Line 31: | ||
* [[Liquidity risk]] | * [[Liquidity risk]] | ||
* [[MCT]] | * [[MCT]] | ||
* [[Net | * [[Net Stable Funding Ratio]] | ||
* [[Own funds]] | * [[Own funds]] | ||
* [[Pensions risk]] | * [[Pensions risk]] | ||
* [[Stability]] | * [[Stability]] | ||
* [[Sticky]] | * [[Sticky]] | ||
Revision as of 12:00, 17 November 2016
1.
Bank funding
In the bank liquidity and funding context, funding risk arises in the context of illiquid asset positions.
In this situation, funding risk means the risk of inability to obtain the necessary funding for the illiquid asset positions on the expected terms and when required.
2.
Pensions funding
In the pensions context, funding risk arises in the context of defined benefit pensions schemes, especially ones in deficit.
In this context, funding risk means the obligation to make additional contributions to the pension fund, to make up shortfalls.
