Large Bank Examination Workshop February 2026

Liquidity Risk Management Agenda

Fundamentals of Liquidity Risk and Liquidity Risk Management Traditional Measures of Liquidity Asset and Liability Funding Strategies Collateral Management/Inventory Valuation

Session 1

Session 2

Session 3

Session 4

Session 5

Stress Testing

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Traditional Measures of Liquidity By the end of the session, the participants will be able to: • Explain the use of cash flow modeling – baseline and projected  Both on and off-balance sheet  Contractual cash flows • Evaluate assumptions in cash flow modeling • Assess measurements and limits associated with stated policies • Utilize financial ratio analysis to assess liquidity • Evaluate liquidity gaps across the maturity spectrum • Discuss liquidity gap limits • Describe unencumbered assets • Analyze intraday liquidity • Identify red flags/early warning indicators

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© Global Financial Markets Institute Inc.

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