融跃教育

回答2024-03-21 08:56

关于escalation：小的流动性需求，部门主管自己就可以决定，大的流动性需求，需要上报资产负债委员会ALCO，更加极端的情景下，可能需要启动银行的应急流动性计划CFP；原版书的表述可以参考下： Although escalation criteria are bespoke to a bank, an effective escalation policy should ensure that limit breaches are escalated to the appropriate level of management with the authority to undertake corrective actions. Modest responses such as increas- ing the liquid asset buffer may usually be done within the del- egation of the corporate treasurer; however, an EWI that signals a potentially large cash outflow may require the asset-liability committee (ALCO) to authorize a check on future asset growth. The most extreme cases may require management to initiate the bank's contingency funding plan (CFP). EWIs will have a tangible and favorable impact on LRM governance only when they are linked to a clearly defined escalation plan. The governance overseeing the escalation of EWl triggered actions must be formalized and documented as part of the liquidity risk management framework and be included in the institution's CFP. 关于reporting：一般也是报告给管理层；原版书表述如下： EWI reporting needs to be timely in order to provide manage- ment with sufficient lead time to make adjustments in response to potential crisis events. It is common practice to have theEWI dash- board reported on a daily basis. While most institutions perform some level of daily liquidity reporting, leading institutions are mov- ing toward intraday reporting of certain measures. Firms with a sig- nificant trading focus are more likely to use intraday reporting as a result of their increased exposure to external market conditions. Reporting also needs to strike a balance between being (a) broad enough to provide wide coverage, and (b) specific enough to communicate only key messages.