+110. When stress testing financial collateral values, institutions should identify conditions that …
|
110. When stress testing financial collateral values, institutions should identify conditions that …
When stress testing financial collateral values, institutions should identify conditions that would adversely affect the realisable value of their collateral positions including deterioration in the credit quality of collateral issuers or market illiquidity.
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/
|