CFP and Hedge: Difference between pages

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imported>Doug Williamson
(Create the page. Source: BCBS January 2013 http://www.bis.org/publ/bcbs238.pdf)
 
imported>Doug Williamson
(Link with Wrong way risk page.)
 
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''Bank supervision.''
An instrument or position which is entered into to offset the adverse effects of changes in the value of another instrument or position already committed or expected.
 
Contingency Funding Plan.
 
A CFP is a Basel III requirement for a plan the clearly sets out a firm's strategies for addressing liquidity shortfalls, under both firm-specific and market-wide situations of stress.
 


== See also ==
== See also ==
* [[Bank]]
* [[Hedging]]
* [[Bank supervision]]
* [[Wrong way risk]]
* [[Basel III]]
* [[Funding]]
* [[Funding risk]]
* [[ILAAP]]
* [[Liquidity]]
* [[Liquidity buffer]]
* [[Liquidity Coverage Ratio]]
* [[OLAR]]
* [[Prudential Regulation Authority]]

Revision as of 20:55, 4 April 2015

An instrument or position which is entered into to offset the adverse effects of changes in the value of another instrument or position already committed or expected.

See also