403. Competent authorities should assess whether an institution has implemented adequate …

Competent authorities should assess whether an institution has implemented adequate liquidity-specific stress testing, in accordance with the EBA Guidelines on institutions’ stress testing⁵⁵ :

• a. to understand the impact of adverse events on its risk exposure and to be able to assess the adequacy of its liquid assets, counterbalancing capacity and funding structure;
• b. to cover risks that may crystallise during different types of stress scenarios and/or to address risks posed by control, governance or other deficiencies.

⁵⁵ EBA/GL/2018/04

1. Преглед

1.1 Препратки

1.2 Идентифицирани изисквания

1.3 Свързани стандарти

2. Идентифицирани изисквания

3. Свързани стандарти

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/