IOSCO recommendations about liquidity risk management

Specifically, the Bank of England’s Financial Policy Committee’s Financial Stability Report dated July 2019 states “funds’ assets and investments strategies should be consistent with their redemption terms” and that IOSCO’s LRM Recommendations “did not prescribe how this should be achieved”.IOSCO has also supplemented its earlier work with additional recommendations: notably, the consideration of underlying liquidity throughout the entire life cycle of the...

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With this application, banks now have the ability to achieve the minimum threshold that the Bank of International Settlements (BIS) requires for liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) in order to ensure adequate liquidity during stress over short- and long-term scenarios. These new standards complement the existing sound principles for liquidity risk management of BIS, Individual...

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