Bank Analysis School April 2025

Internal Use Only

Analyzing Liquidity

Quantitative  Amount of liquid assets  Off-balance sheet funding available (tied to AQ/Capital)  Amount of wholesale funding  UBPR ratios (liquidity pages 10 & 10A, capital ratios page 11)  Past sources and uses

Qualitative (Risk Management)

 Corporate governance  Policies/procedures (including Contingency Funding Plan)  Risk measurement and monitoring systems (e.g. cash flow projections & stress tests)  Maintaining diverse funding sources  Internal routines and controls

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Internal Use Only

2010 Guidance on Funding and Liquidity Risk Management and new 2023 Addendum Contingency Funding Plan

Cash Flow Projections

Stress Testing

Independent Review – evaluation of liquidity risk management process

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