383. Competent authorities should run their own liquidity stress tests to independently assess …

Competent authorities should run their own liquidity stress tests to independently assess short- and medium-term liquidity risks. Stress scenarios should be anchored to the 30-day LCR stress assumptions, but competent authorities may extend the scope of their assessment by exploring risks within 30 days as well as beyond 30 days, and altering LCR assumptions to reflect risks not adequately covered in the LCR. This should include a supervisory stress test combining institution-specific and market-wide stress.

1. Vue d’ensemble

1.1 Références

1.2 Exigences identifiées

1.3 Normes associées

2. Exigences identifiées

3. Normes associées

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