+Article 5 Stress scenarios for the purposes of the liquidity coverage ratio

Article 5 Stress scenarios for the purposes of the liquidity coverage ratio

Article 5

Stress scenarios for the purposes of the liquidity coverage ratio

The following scenarios may be regarded as indicators of circumstances in which a credit institution may be considered as being subject to stress:

(a) 

the run-off of a significant proportion of its retail deposits;

(b) 

a partial or total loss of unsecured wholesale funding capacity, including wholesale deposits and other sources of contingent funding such as received committed or uncommitted liquidity or credit lines;

(c) 

a partial or total loss of secured, short-term funding;

(d) 

additional liquidity outflows as a result of a credit rating downgrade of up to three notches;

(e) 

increased market volatility affecting the value of collateral or its quality or creating additional collateral needs;

(f) 

unscheduled draws on liquidity and credit facilities;

(g) 

potential obligation to buy-back debt or to honour non-contractual obligations.

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