+363. The methodology comprises six main components: a. assessment of inherent liquidity risk …
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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. Übersicht
| Bezeichnung |
Regulierung |
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1.1 Referenzen
1.2 Identifizierte Anforderungen
1.3 Zugehörige Standards
2. Identifizierte Anforderungen
Anforderungen
| Quelle |
Anforderung |
3. Zugehörige Standards
Standards
| Quelle |
Anforderung |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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