403. Competent authorities should assess whether an institution has implemented adequate …

Competent authorities should assess whether an institution has implemented adequate liquidity-specific stress testing, in accordance with the EBA Guidelines on institutions’ stress testing⁵⁵ :

• a. to understand the impact of adverse events on its risk exposure and to be able to assess the adequacy of its liquid assets, counterbalancing capacity and funding structure;
• b. to cover risks that may crystallise during different types of stress scenarios and/or to address risks posed by control, governance or other deficiencies.

⁵⁵ EBA/GL/2018/04

1. Vue d’ensemble

1.1 Références

1.2 Exigences identifiées

1.3 Normes associées

2. Exigences identifiées

3. Normes associées

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