404. Competent authorities should take into account whether the framework permits the institution …

Competent authorities should take into account whether the framework permits the institution to:

• a. determine the institution’s survival horizon given its existing liquidity buffer and stable sources of funding, and taking into account the institution’s risk appetite, during a severe but plausible liquidity stress period;
• b. analyse the impact of stress scenarios on its consolidated group-wide liquidity position and on the liquidity position of individual entities and business lines;
• c. understand where risks could arise, regardless of its organisational structure and the degree of centralised liquidity risk management.

1. Oversigt

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

3. Relaterede standarder

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