Liquidity buffer: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Add definition - source - Goldman Sachs - https://www.gsam.com/content/dam/gsam/pdfs/us/en/fund-literature/brochure/GSAM_WLA_disclosure_US.pdf?sa=n&rd=n) |
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''Banking''. | 1. ''Banking''. | ||
A stock of unencumbered high quality liquid assets, held to protect against failure under liquidity stress. | A stock of unencumbered high quality liquid assets, held to protect against failure under liquidity stress. | ||
2. ''Money market funds''. | |||
A stock of high quality liquid assets, held to support the fund's liquidity in case of high levels of redemptions. | |||
Liquidity buffers can include cash, public debt, and other sufficiently liquid assets. | |||
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* [[Capital]] | * [[Capital]] | ||
* [[Capital Conservation Buffer]] | * [[Capital Conservation Buffer]] | ||
* [[Cash and cash equivalents]] | |||
* [[Countercyclical buffer]] | * [[Countercyclical buffer]] | ||
* [[ | * [[Daily liquid assets]] (DLA) | ||
* [[High Quality Liquid Assets]] (HQLAs) | |||
* [[LAB]] | * [[LAB]] | ||
* [[Level 1 liquid assets]] | |||
* [[Level 2 liquid assets]] | |||
* [[Liquidity]] | * [[Liquidity]] | ||
* [[Liquidity Coverage Ratio]] | |||
* [[Money market fund]] (MMF) | |||
* [[Redemption]] | |||
* [[Redemption gate]] | |||
* [[Stress]] | * [[Stress]] | ||
* [[Survival period]] | * [[Survival period]] | ||
* [[Unencumbered]] | * [[Unencumbered]] | ||
* [[Weekly liquid assets]] (WLA) | |||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
[[Category:Liquidity_management]] | |||
Latest revision as of 19:30, 9 July 2022
1. Banking.
A stock of unencumbered high quality liquid assets, held to protect against failure under liquidity stress.
2. Money market funds.
A stock of high quality liquid assets, held to support the fund's liquidity in case of high levels of redemptions.
Liquidity buffers can include cash, public debt, and other sufficiently liquid assets.
See also
- Buffer
- Capital
- Capital Conservation Buffer
- Cash and cash equivalents
- Countercyclical buffer
- Daily liquid assets (DLA)
- High Quality Liquid Assets (HQLAs)
- LAB
- Level 1 liquid assets
- Level 2 liquid assets
- Liquidity
- Liquidity Coverage Ratio
- Money market fund (MMF)
- Redemption
- Redemption gate
- Stress
- Survival period
- Unencumbered
- Weekly liquid assets (WLA)
