Stress testing / Liquidity and funding risk [51]

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Bullet points include: Liquidity positions of individual units often affected by internal deals with other units or with corporate centre Complicates and obscures underlying liquidity positions of externally facing divisions Optional liquidity risk, e.g. drawdown risk (e.g. from classical loan commitments) not typically included in internal deal analysis Resulting liquidity risk is neither transferred to externally facing units nor potentially included in liquidity risk reports and/or stress scenarios

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