+404. Competent authorities should take into account whether the framework permits the institution …
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404. Competent authorities should take into account whether the framework permits the institution …
Competent authorities should take into account whether the framework permits the institution to: - a. determine the institution’s survival horizon given its existing liquidity buffer and stable sources of funding, and taking into account the institution’s risk appetite, during a severe but plausible liquidity stress period;
- b. analyse the impact of stress scenarios on its consolidated group-wide liquidity position and on the liquidity position of individual entities and business lines;
- c. understand where risks could arise, regardless of its organisational structure and the degree of centralised liquidity risk management.
1. Panoramica
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Regolamentazione |
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1.1 Riferimenti
1.2 Requisiti identificati
1.3 Standard correlati
2. Requisiti identificati
Requisiti
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Requisito |
3. Standard correlati
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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