359. To assess whether the liquidity held by an investment firm provides appropriate coverage of …

To assess whether the liquidity held by an investment firm provides appropriate coverage of risk to liquidity, competent authorities should use all of the following sources of information:

• a. the outcomes of the assessment of liquidity risk;
• b. the investment firm’s ILAAP, where available; and
• c. other relevant inputs such as information from on-site inspections, AML/CFT supervisors peer group analysis or stress testing, internal risk management reports and ad-hoc reports requested by the competent authorities, where available.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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