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Global Liquidity Risk Benchmark 2025

Treasury Governance, Stress Testing, and Funding Diversification

Benchmarking study covering 120 multinational treasuries, highlighting leading practices across stress testing, counterparty management, and funding architecture in a higher-for-longer rate cycle.

Nov 22, 202426 min2.9 MBPreview 10 pages
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Risk Management

Global Liquidity Risk Benchmark 2025

Treasury Governance, Stress Testing, and Funding Diversification

Nov 22, 2024

Executive Summary

Leading treasuries have doubled the frequency of liquidity scenario analysis since 2022, and 58% maintain pre-negotiated contingent facilities to bridge market dislocations.

Key Findings

1Organisations with dedicated liquidity councils executed mitigation actions 35% faster during stress events.
2Top-quartile performers maintain at least five committed funding sources and actively monitor counterparty CDS spreads.
3Technology-enabled treasury workbenches reduce scenario modelling time by 45% on average.
4Formalised communication playbooks significantly enhance stakeholder confidence during liquidity events.

Table of Contents

Executive BriefingPage 5
Methodology & Participant ProfilePage 11
Stress Testing ArchitecturePage 17
Funding Diversification BenchmarksPage 27
Counterparty Risk GovernancePage 35
Technology EnablementPage 43
Action FrameworkPage 52

Methodology

Survey responses from Fortune 1000 and FTSE 350 treasuries, supplemented with RSFM client benchmarks and liquidity incident post-mortems conducted between 2022-2024.

Data Sources

RSFM Treasury Pulse Survey, company filings, rating agency research, industry roundtables.

About the Author

韩(H

韩思远 (Siyuan Han)

Chief Financial Architect

RSFM's research collective synthesises market intelligence, governance benchmarks, and transaction casework to inform institutional decision makers.

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