Regulatory Alerts2023-03-08
Added · Updated
FINMA Circular 2015/2 Liquidity Risks - Banks
This circular establishes qualitative and quantitative requirements for banks' liquidity risk management, including the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR). It mandates effective governance, stress testing, and the maintenance of high-quality liquid assets to ensure continuous solvency, while providing specific calculation methodologies, exemption criteria for small banks, and rules for intra-group liquidity flows. The document also details operational requirements for managing liquidity reserves and reporting obligations.
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