393. To achieve a comprehensive understanding of the institution’s liquidity and funding risk …

To achieve a comprehensive understanding of the institution’s liquidity and funding risk profile and their interconnectedness , competent authorities should also review the governance and risk management framework underlying its liquidity and funding risk. To this end, competent authorities should assess:

• a. the liquidity risk and funding strategy and liquidity and funding risk appetite;
• b. the organisational framework, policies and procedures;
• c. risk identification, measurement, management, monitoring and reporting;
• d. the institution’s liquidity/funding-specific stress testing;
• e. the internal control framework for liquidity risk and funding risk management;
• f. the institution’s liquidity contingency plans and recovery plans;
• g. the institution’s funding plans.

Liquidity and funding risk strategy and risk appetite

1. Oversigt

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

3. Relaterede standarder

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