+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. Ħarsa ġenerali
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Regolamentazzjoni |
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1.1 Referenzi
1.2 Rekwiżiti identifikati
1.3 Standards relatati
2. Rekwiżiti identifikati
3. Standards relatati
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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