Survival period: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Create the page. Source CEBS guidelines https://www.eba.europa.eu/documents/10180/16094/Guidelines-on-Liquidity-Buffers.pdf) |
imported>Doug Williamson (Add example.) |
||
Line 2: | Line 2: | ||
The time period for which a bank would be able to use its liquidity buffer to survive a liquidity stress, while taking other measures to ensure its longer-term survival. | The time period for which a bank would be able to use its liquidity buffer to survive a liquidity stress, while taking other measures to ensure its longer-term survival. | ||
For example, the period in the Liquidity Coverage Ratio is 30 days. | |||
Revision as of 16:06, 12 August 2016
Banking.
The time period for which a bank would be able to use its liquidity buffer to survive a liquidity stress, while taking other measures to ensure its longer-term survival.
For example, the period in the Liquidity Coverage Ratio is 30 days.