Purpose
The FR 2052a data, which are used to monitor an individual organization’s overall liquidity profile, 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.
What Must Be Reported
The data collection is grouped into three broad categories of data elements:
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Inflows:
Inflows generally represent cash that the reporting entity is contractually owed and expects to receive from fully performing transactions, as well as the reporting firm’s ability to generate cash from assets through repurchase agreements, sale, or by exercising other contractual rights.
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Outflows:
Outflows generally represent cash obligations that the reporting entity contractually owes, as well as behavioral-based obligations that may give rise to additional cash obligations or increases in required funding, such as unanticipated draws on committed facilities or loss of funding from customer short positions.
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Supplemental:
Supplemental refers to additional data elements that support the assessment of the reporting entity’s funding and liquidity profile, including derivatives and collateral exposures, foreign exchange positions, informational data elements, and elements necessary to calculate and monitor a reporting firm’s LRM Standards.