+404. Competent authorities should take into account whether the framework permits the institution …

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. Overzicht

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1.1 Referenties

1.2 Geïdentificeerde eisen

1.3 Gerelateerde standaarden

2. Geïdentificeerde eisen

Eisen

3. Gerelateerde standaarden

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