trending Market Intelligence /marketintelligence/en/news-insights/trending/xMOOgH9_-OJ3T8PGNNZw3g2 content esgSubNav
Log in to other products

 /


Looking for more?

Contact Us
In This List

Fed wants large US banks to publicly report quantitative liquidity risk metrics

BLOG

Banking Essentials Newsletter: June Edition

Case Study

กรณีศึกษา A Bank Takes its Project Finance Assessments to a New Level

Blog

Financial Institutions Factor Transition Risk into Climate-Related Stress Testing

Blog

Banking Essentials Newsletter: May Edition, Part-2


Fed wants large US banks to publicly report quantitative liquidity risk metrics

The Federal Reserve Board adopted a rule that will require large banks to publicly disclose their consolidated liquidity risk metrics every quarter based on the previous quarter's averages. Fed typically classifies banking organizations with consolidated assets of $50 billion or more as large banks.

The rule, the first of its kind, also requires large banks to disclose consolidated high-quality liquid asset amounts, broken down by category, as well as report projected net stressed cash outflow amounts, including retail inflows and retail deposit outflows, derivatives inflows and outflows, and several other measures.

The rule is similar to a rule proposed in November 2015; however, the final rule takes feedback into account and extends the implementation timeline of the public disclosure requirements by nine months, with compliance dates ranging from April 2017 to October 2018.