Guidelines on Risk Management Practices – Liquidity Risk
Liquidity risk is the risk of an institution’s inability to meet its financial obligations as they fall due without incurring unacceptable cost or losses. These guidelines provide financial institutions with guidance on the key principles of, and sound practices for liquidity risk management.
The guidelines cover:
- Governance and liquidity strategy.
- Policies and procedures for sound liquidity risk management.
- Measurement and management of liquidity risk.
- Contingency funding plan, stress testing and scenario analysis, foreign currency management and asset encumbrance.
Related to this Item
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GuidelinesPublished Date: 16 August 2018
Guidelines on Liquidity Risk Management Practices for Fund Management Companies [SFA 04-G08]
Guides fund managers on sound liquidity risk management practices in fund structures.
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ConsultationsPublished Date: 26 October 2017
Consultation Paper on Liquidity Risk Management Framework for Fund Management Companies
Proposed guidance on sound practices in managing liquidity risks in CIS. The paper also proposed additional portfolio requirements for money market funds to enhance resilience to liquidity risks and ability to meet redemption requests during stressed market conditions.
- Consultation number:
- P019 - 2017
- Start date:
- 26 October 2017
- Closing date:
- 27 November 2017
- MAS response date:
- 16 August 2018
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GuidelinesPublished Date: 19 July 2017
Guidance on Insurers' Own Risk and Solvency Assessments
Information paper outlining MAS' key observations from a review of the industry’s Own Risk and Solvency Assessment (ORSA) reports, with the aim of guiding insurers towards improving their respective ORSAs.
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NoticesLast Revised Date: 07 December 2015
Notice 126 Enterprise Risk Management (“ERM”) for Insurers
Enterprise risk management (ERM) requirements and guidelines for licensed insurers.
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NoticesLast Revised Date: 22 April 2013
Notice 125 Investments of Insurers
Requirements and principles that shall govern insurers' investment activities.