Guideline 2/2021 ''On Internal Liquidity Adequacy Assessment Process”

Type: Directives
Approved by: Supervisory Council
Number: 2
Date: 01.12.2021
Enter into force: 31.12.2022
Published in: Official Journal
on: 09.12.2021
Category: Supervision
Department: Banking Supervision

The purpose of this Guideline is to set out supervisory requirements relating to the strategies, policies, processes and systems for the identification, measurement, management and monitoring of liquidity risk over an appropriate set of time horizons, including intraday, so as to ensure that the banks maintain adequate levels of liquidity buffers