CFR 12-252.145-2014 PDF

Scope: (a) A foreign banking organization with total consolidated assets of $50 billion or more and combined U.S. Assets of less than $50 billion must report to the Board on an annual basis the results of an internal liquidity stress test for either the consolidated operations of the foreign banking organization or the combined U.S. operations of the foreign banking organization. Such liquidity stress test must be conducted consistently with the Basel Committee principles for liquidity risk management and must incorporate 30-day, 90- day, and one-year stress-test horizons. The “Basel Committee principles for liquidity risk management” means the document titled “Principles for Sound Liquidity Risk Management and Supervision” (September 2008) as published by the Basel Committee on Banking Supervision, as supplemented and revised from time to time.

CFR 12-252.145-2014 history

2014 CFR 12-252.145-2014 Banks and banking. Part252:Enhanced prudential standards (regulation YY). SubpartN:Enhanced prudential standards for foreign banking organizations with total consolidated assets of $50 billion or more but combined U.S. assets of less than $50 billion. Sec
2013 CFR 12-252.145-2013 Banks and banking. Part252:Enhanced prudential standards (regulation yy). Section252.145:Mid-cycle stress test.