41. On evidencing the full implementation of a process that ensures the institution has a robust …

On evidencing the full implementation of a process that ensures the institution has a robust and specific framework for liquidity and funding risk management, including a process for identifying measuring and controlling liquidity and funding risks, competent authorities should ensure that they receive from institutions the following:

• a. an assessment of the intragroup liquidity flows and funding positions, including any possible legal or regulatory impediments to the transfer of liquidity within the (sub-)group;
• b. reasoning for the selection of the significant risk drivers and a quantitative overview of these risk drivers, updated at an appropriate frequency;
• c. quantitative overview of the funding profile and its perceived stability in all significant currencies;
• d. evidence of the monitoring of compliance with minimum and additional prudential requirements related to liquidity and funding risk in accordance with Article 105 of Directive 2013/36/EU, including the forecast of compliance with these requirements under different scenarios over an appropriate time horizon within the scope of ILAAP coverage.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/