Q.5566 Imagine you are a risk manager at a rapidly growing bank specializing in providing financial services to technology startups and life science companies. Your bank has recently experienced a surge in deposits from these sectors and has invested heavily in long-term securities. Given the recent failure of Silicon Valley Bank (SVB), you are reviewing your bank's risk management practices. Your bank, like SVB, has seen its assets triple over a short period, primarily due to large uninsured deposits from venture capital-backed companies. Most of these deposits are in non-maturity accounts. Your bank’s investment portfolio is heavily skewed towards Held-to-Maturity (HTM) securities. The recent trend in rising interest rates has started to impact the market value of these securities, and there's growing concern about potential liquidity risks. Additionally, the bank’s contingency funding plan has not been fully tested under these market conditions. Based on SVB’s experience, what should be your primary focus to mitigate the risk of a similar failure at your bank?