Related provisions for BIPRU 12.5.22
1 - 4 of 4 items.
For the purpose of assessing its retail funding risk, a firm must:(1) estimate the gross retail outflows that could occur under the liquidity stresses required by BIPRU 12.5.6R;(2) identify the stress, or combination of stresses, to which it considers its retail funding to be most vulnerable and estimate the gross retail outflows that could occur under that stress or combination of stresses; and(3) divide its retail funding into funding which the firm assesses as having a higher
(1) A firm's risk management policies must take account of market risk, liquidity risk, and legal and operational risk that can be associated with CCR.(2) The firm must not undertake business with a counterparty without assessing its creditworthiness and must take due account of settlement and pre-settlement credit risk.(3) These risks must be managed as comprehensively as practicable at the counterparty level (aggregating CCRexposures with other credit exposures) and at the firm-wide