+17. In designing scenarios based on system-wide events the relevance of at least the following …
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17. In designing scenarios based on system-wide events the relevance of at least the following …
In designing scenarios based on system-wide events the relevance of at least the following system-wide events should be taken into account: - a. the failure of significant counterparties affecting financial stability;
- b. a decrease in liquidity available in the interbank lending market;
- c. increased country risk and generalised capital outflow from a significant country of operation of the institution or the group;
- d. adverse movements in the price of assets in one or several markets;
- e. a macroeconomic downturn.
Idiosyncratic events
1. Forbhreathnú
1.1 Tagairtí
1.2 Ceanglais aitheanta
1.3 Caighdeáin ghaolmhara
2. Ceanglais aitheanta
Ceanglais
| Foinse |
Ceanglas |
3. Caighdeáin ghaolmhara
Caighdeáin
| Foinse |
Ceanglas |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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