+162. Liquidity stress test metrics should include, if appropriate and in particular for at least …
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162. Liquidity stress test metrics should include, if appropriate and in particular for at least …
Liquidity stress test metrics should include, if appropriate and in particular for at least all material currencies, a granularity per currency to allow the analysis of currency-specific assumptions in scenarios (e.g. volatility in exchange rates or currency mismatches).
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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