+17. In designing scenarios based on system-wide events the relevance of at least the following …

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

,
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
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