380. Competent authorities should assess the adequacy of the institution’s liquidity buffer and …

Competent authorities should assess the adequacy of the institution’s liquidity buffer and counterbalancing capacity regarding the characteristics of the assets considered under different stress scenarios within a month as well as over different time horizons, potentially up to one year, including overnight. The assessment should include consideration of the classification and quality of liquid assets (as specified in the Commission Delegated Regulation (EU) 2015/61), their compliance with general and operational requirements for high-quality liquid assets, and whether the liquidity buffer and counterbalancing capacity are in line with the institution’s risk appetite.

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1.3 Estándares relacionados

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