+2. Nevertheless, given the practical issues with an entirely granular assessment of liquidity …
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2. Nevertheless, given the practical issues with an entirely granular assessment of liquidity …
Nevertheless, given the practical issues with an entirely granular assessment of liquidity horizon at a product level, considering the significant range of products held 18 in trading portfolios, liquidity horizons may be initially defined on an aggregated basis, for example at the issuer level.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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