CMS Sept 2022

First page Table of contents Previous page 81 Next page Last page

Internal Use Only

Liquidity Stress Testing - Assumptions

• LSTs clearly differentiated and calculated as long-term events? • Assumptions about managing confidence in a stress event?

49

Internal Use Only

Major balance sheet components delineated? • Cash flows • Balance sheet • Assets – valuation risks • Funding • Off-balance sheet Liquidity Stress Testing - Assumptions

50

Made with FlippingBook - professional solution for displaying marketing and sales documents online