+363. The methodology comprises six main components: a. assessment of inherent liquidity risk …

363. The methodology comprises six main components: a. assessment of inherent liquidity risk …

The methodology comprises six main components:

  • a. assessment of inherent liquidity risk (section 8.2);
  • b. assessment of inherent funding risk (section 8.3);
  • c. assessment of liquidity and funding risk management and control framework (section 8.4);
  • d. summary of findings and scoring for liquidity and funding adequacy (section 8.5);
  • e. determination of potential SREP liquidity and funding risk measures (section 8.6);
  • f. benchmarking and setting of quantitative liquidity and funding requirements (section 8.7).

1. Översikt

,
Rubrik Reglering

1.1 Referenser

1.2 Identifierade krav

1.3 Relaterade standarder

2. Identifierade krav

Krav
Källa Krav

3. Relaterade standarder

Standarder
Källa Krav
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