How to monitor the risk prevention and control of bank social security card

First, on the basis of daily liquidity risk monitoring, strengthen the calculation and control of liquidity risk limit. In order to prevent the daily payment and settlement of branches and clearing centers from being affected by the differences in the settlement of large-sum funds on the same day and ensure the efficiency and safety of payment and settlement of the whole bank, an early warning scheme for the lower limit of settlement account balance is proposed. When the settlement amount of the day exceeds the lower limit early warning value, the system will push the early warning information to the liquidity management department in time, so as to obtain the liquidity risk signal as soon as possible and carry out targeted liquidity emergency treatment.

The second is to determine the emergency plan for settlement failure. With the continuous occurrence of default events in the capital market, in order to effectively deal with the default events in the bond market, combined with the liquidity management measures of the Bank, the Bank and the financial market department jointly formulated an emergency plan for bond settlement failures, which was clarified from two aspects: default situation and reporting path, blacklist system, emergency level and measures to prevent liquidity risks caused by default.

Third, according to the requirements of supervising liquidity management, we should sort out liquidity related systems, monitor the liquidity situation daily through asset-liability analysis, liquidity indicators, liquidity risk limit management and other means, rationally arrange liquidity and improve the return on capital. Organize liquidity stress tests and stress tests under consolidated conditions, simulate liquidity management under different pressure environments, and establish targeted emergency plans for liquidity management.