+401. Competent authorities should assess whether the institution has an adequate set of liquidity …
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401. Competent authorities should assess whether the institution has an adequate set of liquidity …
Competent authorities should assess whether the institution has an adequate set of liquidity and funding indicators. They should take into account: - a. whether the indicators adequately reflect the institution’s liquidity risk profile including the degree of diversification of assets in the liquidity buffer and the consistency between the currency denomination of their liquid assets and the distribution by currency of their liquidity outflows;
- b. whether the indicators adequately cover key liquidity risk aspects related to potential cliff risks such as the concentration of outflows maturities (considering also any potential early withdrawal of liabilities) and central bank support programmes;
- c. whether the indicators permit identification of the institution’s structural funding vulnerabilities, including any concentrations in particular markets, currencies, counterparties, and maturities;
- d. whether the indicators provide an insight into the ‘stickiness’ of the institutions’ funding (independent of what is assumed in the LCR or NSFR), including the breakdown into homogenous categories in accordance with their risk properties, and the proportion of deposits outside the scope of a guarantee/insurance scheme.
1. Apžvalga
| Pavadinimas |
Reguliavimas |
,
1.1 Nuorodos
1.2 Nustatyti reikalavimai
1.3 Susiję standartai
2. Nustatyti reikalavimai
Reikalavimai
| Šaltinis |
Reikalavimas |
3. Susiję standartai
Standartai
| Šaltinis |
Reikalavimas |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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