Stress testing / Liquidity and funding risk [41]

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Bullet points include: Ideally carry out comprehensive set of liquidity scenarios covering Normal business as well as medium to extreme stress scenarios Aligned with bank’s business and the markets in which it operates Asset liquidity analysis to forecast available liquidity reserves from assets Detailed analysis and classification of liquidity of bank’s assets Including hair-cuts and liquidation periods under various scenarios Funding potential analysis Evaluate funding potentials from various sources (wholesale markets, corporate customers, retail customers, by region) under normal and stressed conditions

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