+120. The sensitivity to systemic market effects, affecting, for example, liquidity dry-outs or …
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120. The sensitivity to systemic market effects, affecting, for example, liquidity dry-outs or …
The sensitivity to systemic market effects, affecting, for example, liquidity dry-outs or increasing asset correlations, on all levels of the structured product should be carefully taken into account. In addition, the effect of reputational risks, resulting in, for example, funding issues, should be assessed.
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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