Financial Risk Manager Part 2
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A liquidity risk manager is going to make a presentation on liquidity risk reporting and stress testing and also compare the different types of liquidity risk reports. Which of the following statements about liquidity risk reports is correct for the manager to make?
A
The funding gap report identifies the concentration of funding providers for the bank.
B
The undrawn commitments report identifies the off-balance sheet products that the bank may be required to fund.
C
The wholesale pricing and volume report identifies the maturity gaps between all the assets and liabilities of the bank.
D
The liability profile report identifies the time horizon when the bank's cumulative cash flow becomes negative.