Large Bank Examination Workshop February 2026

EWI Example

LCR/EWI

Level

Required Actions

Green Light Yellow Light

> 105%

Continue existing monitoring processes

Enhanced reporting, increased frequency of reviews, escalation for resolution

100–105%

Immediate actions required to return to green levels.

<100%

Red Light

75

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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