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Scottish Treasury Management Forum

2010 Risk Study for CIPFA. Purpose:Identify and quantify risk exposures in current and projected portfoliosScope:204 Local Authorities in England and Wales

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Scottish Treasury Management Forum

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    1. Scottish Treasury Management Forum Treasury Management Risk Study Jackie Shute

    2. 2010 Risk Study for CIPFA Purpose: Identify and quantify risk exposures in current and projected portfolios Scope: 204 Local Authorities in England and Wales �38bn of borrowing �14bn of deposits Included: Credit Risk Liquidity Risk Investment Risk Interest Rate Risk Strategy Analysis LOBO Risk Loan Risk Interest Rate Risk Net Interest Costs

    3. Credit Risk Management

    4. Liquidity Risk Management

    5. Interest Rate Risk - Deposits

    6. Refinancing Risk

    7. Interest Rate Risk - Loans

    8. Net Interest Costs

    9. Liability Benchmark Framework for determining optimum level of external borrowing Capital Financing Requirement less Allowable Internal Borrowing Dependant on understanding nature and expected longevity of reserves and balances Either CFR less Allowable Internal Borrowing, or Net Loans Requirement plus Minimum Cash

    10. Liability Benchmark

    11. Data Entry

    12. Summary Highlights key risks across treasury Allows comparison with selected groups or universe Liability Benchmarking consistent with forthcoming Risk Toolkit Looking to roll out to Scotland Assistance in ensuring robust methodology to capture approach in Scotland Comments / Questions?

    13. Thank You

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