+51. Where appropriate, on the implementation of intraday liquidity risk management, competent …

51. Where appropriate, on the implementation of intraday liquidity risk management, competent …

Where appropriate, on the implementation of intraday liquidity risk management, competent authorities should ensure that they receive from institutions the following:

  • a. quantitative overview of intraday liquidity risk over the past year at an appropriate frequency;
  • b. the total number of missed payments and an overview with explanation of material payments missed or material obligations not met by the institution in a timely manner.

1. Overview

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