One in five banks targets a 30-day liquidity survival horizon
ALM Benchmarking research finds wide divergence in liquidity risk appetites, even among large lenders
This piece is part of a series benchmarking bank ALM practices. Risk Management subscribers can view selected cuts of the underlying data here.
A significant proportion of lenders construct their liquidity risk buffers with an internal survival target of 30 days or fewer in mind, according to the findings of Risk.net’s inaugural ALM Benchmarking study.
The variation in resilience horizons is stark
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