+50. Where appropriate, on the set-up of intraday liquidity risk management, competent authorities …

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

,
Summary Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement
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