378. Competent authorities should assess the institution’s exposure to intraday liquidity risk for …

Competent authorities should assess the institution’s exposure to intraday liquidity risk for a selected time horizon. This assessment should include, as a minimum, an evaluation of intraday liquidity available or accessible under normal conditions as well as under financial or operational stress (e.g. IT failures, legal constraints on the transfer of funds, suspension/termination of access to correspondent banking services and/or clearing services for currencies, commodities or instruments significant for the institution). This should particularly consider how in times of stress, an institution´s increased intraday collateral needs may limit its ability to use a liquidity buffer to cover stressed outflows when needed.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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