services > Liquidity > management enhancements > risk measurement > reporting template > stress testing review


Liquidity risk reporting template

enhanced regulatory compliance & risk management


objective: develop a liquidity risk measurement and monitoring process that:

action step: develop a reporting template that includes:

real world solutions >



real time ALCO reporting? Over the past few years, there have been days with historically high interest rate volatility. After several such days, the management of Sample Bank believed their annual budget was no longer accurate.


Working with Bank Risk Advisors, Sample Bank produced forecasts based on rates “as of” the prior days’ close. While not exactly “real-time” reporting, next day reporting was useful to the management of Sample Bank in comprehending their new earnings position, formulating new tactics and strategies, and fine-tuning their pricing.

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