430. To support their liquidity and funding adequacy scoring and calibrate specific quantitative …

To support their liquidity and funding adequacy scoring and calibrate specific quantitative requirements where deemed potentially necessary (e.g. any of the measure referred to in table 18 above that are quantitative), competent authorities should consider supervisory liquidity and funding benchmarks as quantitative tools. They should be used to provide a prudent, consistent, transparent and comparable benchmark with which to calculate and compare specific quantitative liquidity requirements for institutions with similar business models and risk profiles. In developing supervisory benchmarks, competent authorities should use supervisory assessment of risks to liquidity and funding, and the results of supervisory liquidity stress testing.

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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