+Title 8 Assessing risk to liquidity
---+8.1 General considerations
------+324. Competent authorities should assess and score the risks to liquidity that have been identified …
------+325. The formality and granularity of the assessment should depend on the investment firm’s size …
------+326. Investment firms which deal on own account should conduct liquidity assessment, including …
------+327. Competent authorities should verify the investment firm’s compliance with the minimum …
------+328. In conducting the assessment of risk to liquidity, competent authorities should consider all …
------+329. The assessment of liquidity risk should be based on reliable and up-to-date information, and …
------+330. Competent authorities should reflect the outcome of the assessment of liquidity risk in a …
---+8.2 Assessing liquidity risk
------+331. Competent authorities should evaluate the impact on liquid assets under severe, but plausible …
------+332. Competent authorities should assess the amount of liquid assets needed to ensure that the …
------+333. In evaluating the impact of severe, but plausible conditions on the investment firm’s …
------+334. For investment firms that deal on own account, competent authorities should assess if the …
------+335. Competent authorities should base their assessment on the investment firm’s analysis of …
------+336. For the purposes of the intraday liquidity risk assessment, competent authorities should …
------+337. For the assessment of liquidity needs under normal conditions and the evaluation of intraday …
------+338. Competent authorities should assess the investment firm’s exposure to intraday liquidity risk …
------+339. For investment firms which are market makers as defined in Article 2(1), point (k) of …
------+340. Competent authorities should assess the adequacy of the liquidity resources of investment …
------+341. Competent authorities should assess the ability of investment firms that are market makers to …
------+342. When assessing the risk to liquidity competent authorities should assess the investment firm’s …
------+343. Competent authorities should assess the appropriateness of the investment firm’s funding …
------+344. Competent authorities should assess the diversity of funding sources. The assessment should …
------+345. Competent authorities should assess whether potential shortcomings arising from the investment …
------+346. Competent authorities should consider factors that may reduce the stability of the funding in …
------+347. Competent authorities should assess risk to the sustainability of the investment firm’s …
---+8.3 Assessing liquidity risk management
------+348. Competent authorities should assess the investment firm’s liquidity risk management framework. …
------+349. Competent authorities should assess whether the investment firm has an effective liquidity …
------+350. The framework should be proportional to the size, structure and internal organisation of the …
------+351. Competent authorities should assess whether the investment firm’s risk management framework …
------+352. Competent authorities should assess whether the investment firm’s strategies focus on ensuring …
------+353. When assessing the framework, policies and procedures for liquidity risk management, competent …
------+354. Competent authorities should assess whether the investment firm has an appropriate …
------+355. Competent authorities should assess whether the investment firm has a strong and comprehensive …
---+8.4 Summary of findings and scoring
------+356. Following the above assessment, competent authorities should form a view on the investment …

Title 8 Assessing risk to liquidity

Title 8 Assessing risk to liquidity

1. Overview

,
8.1 General considerations

8.1 General considerations
8.2 Assessing liquidity risk

8.2 Assessing liquidity risk
8.3 Assessing liquidity risk management

8.3 Assessing liquidity risk management
8.4 Summary of findings and scoring

8.4 Summary of findings and scoring

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

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