◆ Quick answer
A CFP template for chartered banks should include the funding source inventory with last-tested dates and capacity by tier, the HQLA buffer with stress-applied haircuts, a cash flow projection across overnight / 30 / 90 / 365-day horizons, Green/Yellow/Amber/Red trigger thresholds with named role owners, six pre-built stress scenarios with editable assumptions, an assumptions log with CRO sign-off, contingent liability tracking, an activation playbook, a testing log distinguishing fund-flow tests from tabletops, and a six-category evidence binder index.
Guide vs. template
This guide explains what belongs in the template. The paid template gives you the editable working files so you're not rebuilding from a blank page.
Paid template includes
- ◆ 14-tab Excel workbook with 49 pre-built formulas and 17 data validations
- ◆ Funding Source Inventory — tiered sources with capacity, collateral, rail, contact role, last-tested date (formula-driven Tier 1/2/3/4 totals + 12-month testing count)
- ◆ Liquid Asset Buffer (HQLA) + Cash Flow Projection — operational backbone with stress-applied haircuts, overnight / 30 / 90 / 365-day horizons, formula-derived surplus/(gap)
- ◆ Triggers and Thresholds — Green/Yellow/Amber/Red tiers with specific metrics, named role owners, escalation timing, plus live-calc reference linking the HQLA trigger to the buffer total
What is this template for?
A Contingency Funding Plan (CFP) template for chartered banks is the working file Treasury, CFO, CRO, and ALCO use to inventory contingent funding sources by tier, measure the unencumbered HQLA buffer, run stress scenarios with documented assumptions, set trigger thresholds with named role owners, sequence activation actions, and maintain the evidence binder examiners now request first. Post-2023, the useful version is not a policy shell — it produces the operational backbone (HQLA buffer, cash flow projection, contingent liability tracking, assumption rationale) that lets a community or mid-size bank demonstrate tested access to its listed sources rather than just describing them.
◆ Audience
Who needs this.
- ◆ Your bank is preparing for a CFP review at your next OCC, FDIC, state, or Federal Reserve examination.
- ◆ Your CFP exists as a document but does not include the HQLA buffer, cash flow projection, or assumptions log that examiners now expect.
- ◆ Your CFP lists the discount window as a contingent source but you have not tested operational access in the past 12 months.
- ◆ Your trigger thresholds read "management judgment based on market conditions" and you know they will not survive a follow-up question.
- ◆ You are at the $500M-$10B asset threshold where supervisory expectations have sharpened materially since 2023.
◆ Implementation roadmap
How to roll this out.
Build the operational backbone in the order that produces numbers
Owner · Treasury / CFO
Output · Funding Source Inventory → Liquid Asset Buffer → Contingent Liabilities → Cash Flow Projection populated with institution data, formula-driven totals reconciling
Calibrate triggers and stress scenarios to your risk appetite, document every input in the Assumptions Log
Owner · CRO + ALCO
Output · Yellow/Amber/Red thresholds approved by Board Risk Committee; 12 assumptions with rationale, data source, and CRO sign-off
Walk the Activation Playbook with the actual people who would execute it
Owner · CFO + CRO + Board Risk Committee Chair
Output · Tier-specific 1hr / 4hr / 24hr / first week / days 2-30 sequence with named role owners and decision authority documented
Test contingent sources operationally (fund-flow test ≠ tabletop)
Owner · Chief Treasury Officer
Output · Test record per Tier 1 and Tier 2 source: date, amount, counterparty, settlement confirmation, gap remediation
Maintain the evidence binder continuously, not just before exams
Owner · CRO + Internal Audit
Output · Six-category binder updated on cadence — examiner-ready at any time
◆ Ready to use it?
Download the Contingency Funding Plan — Banks.
Use the guide to understand the structure, or buy the editable template to move faster.
◆ FAQ
Frequently asked questions.
What does a contingency funding plan template for a bank include? ⌄
A 14-tab workbook covering funding source inventory (tiered with last-tested dates), liquid asset buffer (HQLA), cash flow projection, trigger thresholds, six pre-built stress scenarios, assumptions log, contingent liability tracking, activation playbook, testing log, evidence binder index, three-line-of-defense governance, and a sample board liquidity report. Plus a written guide with a 24-paragraph Policy Language Library organized by CFP document section.
How is a CFP for chartered banks different from a CFP for fintechs? ⌄
Funding sources differ entirely — banks use FHLB advances, discount window, brokered deposits, repo; fintechs use sponsor bank credit, warehouse lines, equity, payment rails. Metrics differ — banks use LCR/NSFR or modified LCR; fintechs use cash runway and burn. Governance differs — banks have three lines of defense with ALCO; fintechs typically have CFO + CRO + Audit Committee. Stress scenarios differ — banks model SVB-style deposit runs; fintechs model Synapse-style sponsor failure. Use the Banks SKU for chartered institutions, the Fintechs SKU for sponsor-bank programs.
What is the 2023 Interagency Addendum and why does it matter for CFPs? ⌄
OCC Bulletin 2023-25 and FDIC FIL-39-2023, issued July 28, 2023 after the 2023 regional bank failures. The Addendum sharpened supervisory expectations around operational readiness for contingent funding — particularly the Federal Reserve discount window. It shifted the supervisory focus from "describe your sources" toward "demonstrate tested access." A CFP that lists the discount window without a documented test record increasingly draws supervisory feedback at examination.
How often should a CFP be tested? ⌄
Each Tier 1 source (FHLB, discount window) annually at minimum, with the discount window tested semi-annually via small-value test transaction per OCC Bulletin 2023-25 operational-readiness expectations. Tier 2 sources annually for capacity confirmation; fund-flow test at least once every 2 years. Full CMT tabletop annually. The full CFP reviewed and reapproved by the Board Risk Committee at least annually, with interim reviews when funding structure or operating environment materially changes.