374. Competent authorities should assess the institution’s liquidity needs in the short and medium …

Competent authorities should assess the institution’s liquidity needs in the short and medium term under both normal and stressed conditions. They should take into account the effect on the institution’s stressed liquidity needs before 30 days, between for example 30 days and 3 months, and after for example three to twelve months of severe but plausible stresses covering idiosyncratic, market-wide and combined shocks. Competent authorities should also analyse the size, location and currency of the liquidity needs and the separate impacts of shocks in its different material currencies to reflect currency convertibility risk and the risk of possible disruptions in the access to foreign exchange markets (including idiosyncrasies such as, for example, the loss of access to a correspondent banking account denominated in a foreign currency).

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA -

  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

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