+160. Institutions should extend the analysis, if appropriate, to other metrics, such as: a) …

160. Institutions should extend the analysis, if appropriate, to other metrics, such as: a) …

Institutions should extend the analysis, if appropriate, to other metrics, such as:

  • a) liquidity ratios and other metrics used in the framework, which should include, but may not be limited to, supervisory liquidity ratios and metrics, in particular the liquidity coverage ratio and net stable funding ratio;
  • b) their available liquidity buffer, over and above the ratios referred to above, and other counterbalancing measures, i.e. their counterbalancing capacity, for each stress scenario; the stress testing of this metric should be accompanied by an assessment of the impact on the proportion and nature of encumbered assets;
  • c) the survival horizon of the institution as derived from its counterbalancing capacity, i.e. the institution’s ability to hold, or have access to, excess liquidity over short-term, medium-term and long-term time horizons in response to stress scenarios as defined in the EBA Guidelines on common procedures and methodologies for SREP, and stressed cash flows, taken jointly, before and after the impact of counterbalancing measures;
  • d) solvency and profitability.

1. Forbhreathnú

,
Teideal Rialáil

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

Ceanglais
Foinse Ceanglas

3. Caighdeáin ghaolmhara

Caighdeáin
Foinse Ceanglas
  • EBA -

    EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

    DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.