Capital Markets School - Case Study

Table of Contents

Liquidity Risk Monitor

1 2 8

Base vs Stress

Base Case - Cash Flow and Funds Availability Stress: Stress 1 - Cash Flow and Funds Availability Stress: Stress 2 - Cash Flow and Funds Availability Relief: Stress 2 - Cash Flow and Funds Availability

13 18 23 28 31 36

Source Of Funds Worksheet Assumptions Worksheet

Collateral Worksheet