30. Regular asset monetisation (LCR, Basel III)

Description

A bank should periodically monetise a representative proportion of the assets in the stock through repo or outright sale, in order to test its access to the market, the effectiveness of its processes for monetisation, the availability of the assets, and to minimise the risk of negative signalling during a period of actual stress.

Importance

High

Súvisiace pojmy:

Nadradený pojem:

(2) Operational requirements (LCR, Basel III)

Susedné pojmy:

28. Purpose of the operational requirements (LCR, Basel III)
29. Manifestation of the liquidity (LCR, Basel III)
31. Unencumbered characteristics of the assets (LCR, Basel III)
32. Influence of operational capability to monetise (LCR, Basel III)
33. Demonstrability of the stock control (LCR, Basel III)
34. Hedge impact (LCR, Basel III)
35. HQLA management (LCR, Basel III)
36. Consolidation of the assets (LCR, Basel III)
37. Impediments to the asset transfer (LCR, Basel III)
38. Asset classes traded in the market of limited size (LCR, Basel III)
39. Rehypothecated assets (LCR, Basel III)
40. Derivatives transaction collateral (LCR, Basel III)
41. Intraday liquidity management (LCR, Basel III)
42. Currency localisation and currency exchange risks (LCR, Basel III)
43. Mitigation period for the asset replacement (LCR, Basel III)