163. Institutions should, where appropriate, integrate liquidity stress test in their …

Institutions should, where appropriate, integrate liquidity stress test in their institution-wide stress tests, and take into account differences in the time periods covered in liquidity stress tests from those covered in institution-wide solvency stress tests. At a minimum, institutions should assess the impact of increasing funding costs on P&L. Institutions should take into account that linking funding costs to solvency position may influence the quality of the liquidity stress test, namely a too slow deterioration in liquidity.

4.7.7 Interest rate risk from non-trading activities

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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