Survival period: Difference between revisions

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imported>Doug Williamson
(Create the page. Source CEBS guidelines https://www.eba.europa.eu/documents/10180/16094/Guidelines-on-Liquidity-Buffers.pdf)
 
imported>Doug Williamson
(Add example.)
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The time period for which a bank would be able to use its liquidity buffer to survive a liquidity stress, while taking other measures to ensure its longer-term survival.
The time period for which a bank would be able to use its liquidity buffer to survive a liquidity stress, while taking other measures to ensure its longer-term survival.
For example, the period in the Liquidity Coverage Ratio is 30 days.





Revision as of 16:06, 12 August 2016

Banking.

The time period for which a bank would be able to use its liquidity buffer to survive a liquidity stress, while taking other measures to ensure its longer-term survival.

For example, the period in the Liquidity Coverage Ratio is 30 days.


See also