Complex Institution Liquidity Monitoring Report
The FR 2052a report collects quantitative information on selected assets, liabilities, funding activities, and contingent liabilities on a consolidated basis and by material entity subsidiary. The FR 2052a comprises sections covering broad funding classifications by product, outstanding balance and purpose, segmented by maturity date.
Purpose: The data are used to monitor an individual organization's overall liquidity profile for institutions supervised by the Federal Reserve. These data also provide detailed information on the liquidity risks within different business lines (e.g., financing of securities positions and prime brokerage activities). In particular, the data serve as part of the Federal Reserve's supervisory surveillance program in its liquidity risk management area and provide timely information on firm-specific liquidity risks during periods of stress.
The financial crisis of 2007 and 2008 highlighted the need for timely liquidity data to identify and monitor liquidity risks at individual firms as well as in aggregate across the financial system. The data provided in the FR 2052a report meets this need. The crisis highlighted the importance of understanding intra-company flows and exposures within a consolidated institution. Capturing such flows is a focus of the FR 2052a, particularly at large, systemically important, globally active U.S. banking institutions. A single, consolidated view is not sufficient to provide meaningful insight into an institution's liquidity profile. Rather, disaggregated views by legal entities (parent company, broker/dealer entities, bank entities etc.) have contributed to supervisory monitoring efforts and risk supervision by identifying vulnerabilities posed by potential impediments to the movement of liquidity across legal entities. Finally, the collection of these data assist the Federal Reserve's macroprudential supervision.
The respondent panel consists of bank holding companies designated as Global Systemically Important Banks (G-SIBs) and foreign banking organizations (FBOs) with U.S. broker-dealer assets greater than $100 billion.
FBO Large Institution Supervision Coordinating Committee (LISCC) firms and US Firms with $700 billion or more in total consolidated assets or $10 trillion or more in assets under custody must submit a report on each business day; FBOs that are not identified as LISCC firms and are greater than $50 billion in Combined U.S. Operations and U.S. firms with $50 billion or more in total consolidated assets, but less than $700 billion in total consolidated assets and less than $10 trillion in assets under custody must submit a report monthly
Micro data from the FR 2052a are considered confidential and are not published.
Last Update: June 30, 2020