Large Bank Examination Workshop February 2026

SLR

• Supplementary Liquidity Ratio (SLR) - ratio of Tier 1 Capital/Total Leverage Exposure; minimum 3% • G-SIBs subject to eSLR minimum of 5% overall and 6% at insured depository subs • The SLR compares capital to total leverage exposure (TLE). Total Leverage Exposure measures a bank’s total assets and some off-balance sheet items including OTC and cleared derivatives, repos, and other off balance sheets items such as loan commitments, standby letters of credit and trade finance exposures. Each of these items is included in TLE depending on specific characteristics of the item with a regulator-defined set of weights

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What is Cash Flow Modeling? • Cash flow projections forecast an institution’s liquidity profile under an established set of assumptions about the future • The set of assumptions used in the projection constitutes a specific scenario customized to meet the liquidity manager’s objective for the forecast

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