+3. At least one of the criteria considered in the determination of a liquidity horizon should be …
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3. At least one of the criteria considered in the determination of a liquidity horizon should be …
At least one of the criteria considered in the determination of a liquidity horizon should be directly linked to the concentrated nature of positions (for example, through the size of position relative to the market size or average trading volumes), given that the liquidity horizon is expected to be greater for positions that are concentrated, reflecting the longer period needed to liquidate such positions.
1. Pregled
1.1 Reference
1.2 Utvrđeni zahtjevi
1.3 Povezani standardi
2. Utvrđeni zahtjevi
3. Povezani standardi
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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