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Stress testing / Liquidity and funding risk [50]

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Bullet points include: All liquidity positions (both at individual subsidiary bank and at group level) should be included A typical weak spot was exclusion of off-balance sheet vehicles (SPVs, SPEs, such as ABCP vehicles supported by a liquidity line) Also, liquidity implications of all products and businesses within the bank need to be treated consistently (and symmetrically) Sometimes, liquidity risk was only measured for externally facing units

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