Liquidity Risk Review
For an Indian Bank
- A fast-growing Private Sector bank in India.
- CFO, Market Risk & Treasury head were the users.
- Review of Liquidity risk and ALM policy of the bank was done.
- Review of Investments and ALCO process was undertaken.
- Stress Testing of the Liquidity risk was done.
- Thus the overall Liquidity Risk Review of the bank was conducted.
- The bank is using the models for ongoing Liquidity risk measurement.
- Improvement in the said processes and better liquidity risk management was achieved by the bank.
