372. Competent authorities should assess the institution’s short- and medium-term liquidity risk …

Competent authorities should assess the institution’s short- and medium-term liquidity risk over an appropriate set of time horizons, including intraday periods, to ensure that the institution maintains adequate levels of liquidity buffers, under both normal and stressed conditions. This assessment includes the following elements:

• a. evaluation of liquidity needs in the short and medium term;
• b. evaluation of intraday liquidity risk;
• c. evaluation of liquidity buffer and counterbalancing capacity;
• d. supervisory liquidity stress testing.

1. Přehled

1.1 Odkazy

1.2 Identifikované požadavky

1.3 Související standardy

2. Identifikované požadavky

3. Související standardy

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