Generated on 2014/06/19 at 04:58:34 AM


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Risk Item: Funding and Liquidity Risk



Acronym or Abbreviation
Alias or Synonym
Key Words
Description (HTML) Funding and liquidity risk, defined as the risk that market participants cannot borrow funds or sell securities over a relatively short time without negatively impacting prices. Indicators include measures of market depth and breadth, dependence on short-term wholesale funding, or changes in the tenor and types of assets under management of short-term investors.
Source Description OFR 2013 Annual Report
Source URL http://www.treasury.gov/initiatives/ofr/about/Documents/OFR_AnnualReport2013_FINAL_12-17-2013_Accessible.pdf
Document No document attached...
Item Quality Status (Item Quality Status) Acceptable
Updated by webea.09
Updated on 2014-04-10 14:45:49
included in included in
Financial Stability RiskRisk Financial Stability Risk
includes includes
Interest Rate DecreaseRisk Interest Rate Decrease
Interest Rate Increase
involves involves
Measure Balance Sheet LiquidityMethod Measure Balance Sheet Liquidity
Measure Funding Stress
Measure Intermediation Liquidity
Measure Market Liquidity