Übersetzung für "Liquidity stress" in Deutsch

During times of extreme stress, liquidity is important.

Competent authorities may decide to temporarily suspend the requirements during periods of general market liquidity stress.

If negotiations stall, financial and liquidity stress, resulting from Greece’ inability to borrow at current interest rates – ten-year bond yields have reached 9.5 % – will weaken the fiscal position and banking system further.

Standard forms, templates and operating procedures, including timelines, should therefore be established for the exchange of information during going concern situations and liquidity stress situations.

Therefore, rules specifying the frameworks and tools for the managing of liquidity risk in stress scenarios, should prescribe a methodology for the identification of currencies that are relevant for the management of liquidity risk.

Where a liquidity stress affects or is expected to affect an institution, the competent authorities of host Member States need to have a clear understanding of the situation in order to be able to take precautionary measures under the conditions set out in Article 43 of Directive 2013/36/EU.

This Regulation should therefore provide clear rules on what types of information have to be exchanged between authorities when a liquidity stress occurs.

If the competent authorities of a host Member State consider that a liquidity stress has occurred, or is reasonably expected to occur, with respect to a branch established in that Member State, they shall immediately notify the competent authorities of the home Member State and provide the information set out in paragraph 3.

The level of liquidity needs in a short term liquidity stress should be determined in a standardised manner so as to ensure a uniform soundness standard and a level playing field.

In addition analyses that have been carried out internally for the purpose of liquidity management and stress tests have shown that the bank could overcome a further downgrading of its rating even under adverse conditions without any liquidity problems.

Competent authorities may decide to suspend temporarily the requirements referred to in paragraphs 1 and 2 during periods of general market liquidity stress.

The Commission also notes that this parameter is not really taken into consideration in the other stress tests carried out by Dexia, i.e. the stress test conducted as part of other similar exercises recently carried out in Europe and the liquidity stress test.

In case of liquidity stress, the original maturity date can be extended up to 12 months to compensate for maturity mismatches between the amortising loans in the cover pool and the bullet redemption of the covered bank bond.

The competent authorities of the home Member State shall inform the competent authorities of all host Member States immediately where liquidity stress occurs or can reasonably be expected to occur.

Institutions should hold a diversified buffer of liquid assets that they can use to cover liquidity needs in a short term liquidity stress.

Outflows for committed but undisbursed loans are represented in line with the internal methodology for short-term liquidity stress-testing.

On a daily basis, we run the liquidity stress test over an eight-week horizon, which we consider the most critical time span in a liquidity crisis, and apply the relevant stress assumptions to risk drivers from on-balance sheet and off-balance sheet products.

The regulatory calculation of risk ratios and limits such as value-at-risk (VaR), component VaR, leverage, vega, liquidity VaR (LVaR), stress tests, etc. are calculated using the quasi- Monte Carlo method in a stable and high-performance manner at financial instrument and portfolio level.

The risk appetite to maintain a surplus of at least € 10 billion throughout the 8 week stress horizon under all scenarios for our daily global liquidity stress test remained at this level for the rest of 2017.