Guidelines on liquidity stress testing under MiCAR

  • Status: Final and awaiting translation into the EU official languages

The Guidelines on liquidity stress testing, lay out the risks identified by the EBA to be covered in the liquidity stress testing. They also pinpoint the methodology identifying the common reference parameters of the stress test scenarios to be included in the liquidity stress testing to be applied. Following application of the Guidelines, the supervisor may strengthen the liquidity requirements of the relevant issuer to cover those risks based on the outcome of the liquidity stress testing.

Summary of document history

Previous versions Current version Ongoing versions

Consultation on Guidelines liquidity stress testing under MiCAR

  • Status: Closed
  • Deadline: 8 FEBRUARY 2024
Documents
Consultation paper on Guidelines liquidity stress testing under MiCAR

(357.2 KB - PDF)

Responses

The form is now closed.

Public hearings

Public hearing - MiCAR Prudential Package

Presentation - MiCAR prudential package (own funds and recovery plans)

(552.52 KB - PDF)

Presentation - MiCAR prudential package (liquidity)

(547.83 KB - PDF)

Press contacts

Franca Rosa Congiu