Liquidity Risk Policy

A professionally drafted Liquidity Risk Policy for banks, deposit-taking institutions and finance companies, covering liquidity risk management and funding resilience. Global edition — written to international standards (Basel Committee, FATF, ISO, COSO, NIST and FSB) and deliberately jurisdiction-neutral, with bracketed prompts marking the points where your local law or regulator's requirements must be inserted. Supplied as a fully editable Microsoft Word document, de-identified and ready to adapt to your organisation. Typical owner: Chief Financial Officer; approval: Board Risk Committee.

Preview the first 6 pages (PDF) See the real cover, document control page and opening sections before you buy.

What's inside

• Contents
• 1. Purpose
• 2. Scope
• 3. Definitions
• 4. Regulatory Framework
• 5. Policy Statement and Liquidity Risk Appetite
• 6. Liquidity Risk Management Framework
• 7. Limit Structure and Delegations
• 8. Governance, Roles and Responsibilities
• 9. Regulatory Liquidity Ratios and the HQLA Portfolio
• 10. Cash Flow Forecasting, Maturity Mismatch and Intraday Liquidity
• 11. Funding Strategy and Concentration Limits
• 12. Stress Testing
• 13. Early Warning Indicators
• 14. Contingency Funding Plan
• 15. Reporting and Escalation
• 16. Breaches of this Policy
• 17. Training and Awareness
• 18. Review of this Policy
• Appendix A: Liquidity Limit Structure
• Appendix B: Early Warning Indicator Register (Template)
• Appendix C: CFP Stages, Triggers and Action Menu
• Policy Administration