+404. Competent authorities should take into account whether the framework permits the institution …
|
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. Übersicht
| Bezeichnung |
Regulierung |
,
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/
|