+363. The methodology comprises six main components: a. assessment of inherent liquidity risk …

363. The methodology comprises six main components: a. assessment of inherent liquidity risk …

The methodology comprises six main components:

  • a. assessment of inherent liquidity risk (section 8.2);
  • b. assessment of inherent funding risk (section 8.3);
  • c. assessment of liquidity and funding risk management and control framework (section 8.4);
  • d. summary of findings and scoring for liquidity and funding adequacy (section 8.5);
  • e. determination of potential SREP liquidity and funding risk measures (section 8.6);
  • f. benchmarking and setting of quantitative liquidity and funding requirements (section 8.7).

1. Oversigt

,
Titel Regulering

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

Krav
Kilde Krav

3. Relaterede standarder

Standarder
Kilde Krav
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