+50. Where appropriate, on the set-up of intraday liquidity risk management, competent authorities …
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50. Where appropriate, on the set-up of intraday liquidity risk management, competent authorities …
Where appropriate, on the set-up of intraday liquidity risk management, competent authorities should ensure that they receive from institutions the following: - a. description of the criteria and tools for measuring and monitoring intraday liquidity risks;
- b. description of the escalation procedures for the purpose of intraday liquidity shortfalls which ensure that payments due and settlement obligations are met on a timely basis under both ‘business as usual’ and stressed conditions.
7.5.2 Operational documentation
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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