+1. Institutions should document the criteria used in the determination of the relevant liquidity …
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1. Institutions should document the criteria used in the determination of the relevant liquidity …
Institutions should document the criteria used in the determination of the relevant liquidity horizon for a position or set of positions. The methodology for converting those criteria into a defined liquidity horizon should also be documented and applied consistently for all positions.
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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