381. Competent authorities should consider factors that might reduce the institution’s ability to …

Competent authorities should consider factors that might reduce the institution’s ability to monetise its liquid assets in a timely manner during a stress period including such as high concentrations with individual counterparties or type of assets, assets in the buffer that are encumbered or borrowed, and the denomination of liquid assets in a different currency to the institution’s liquidity needs. Competent authorities should also consider the likely value of committed liquidity facilities that may be included in the counterbalancing capacity.

1. Visão geral

1.1 Referências

1.2 Requisitos identificados

1.3 Normas relacionadas

2. Requisitos identificados

3. Normas relacionadas

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