340. Competent authorities should assess the adequacy of the liquidity resources of investment …

Competent authorities should assess the adequacy of the liquidity resources of investment firms that are market makers necessary to meet its liquidity needs over different time horizons, including intraday. This assessment should take into account all of the following criteria:

• a. the liquid assets available in a timely manner for the investment firm’s viability under normal and severe but plausible conditions;
• b. the overall liquid assets available to the investment firm over the full period of the relevant severe, but plausible conditions;
• c. the characteristics of different severe, but plausible conditions, such as severity and duration, and periods considered in the evaluation of the investment firm’s liquidity needs;
• d. the amount of assets that would need to be liquidated over the relevant time horizons; and
• e. whether the actual liquid resources, including the quality of liquid assets, are in line with the investment firm’s liquidity risk;
• f. the availability and magnitude of liquidity resources provided by a clearing member.

1. Ülevaade

1.1 Viited

1.2 Tuvastatud nõuded

1.3 Seotud standardid

2. Tuvastatud nõuded

3. Seotud standardid

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