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Response to consultation Paper on draft RTS on liquidity horizons for the IMA
Go backQ1. Do you agree with the general methodology? If not, please explain why.
Please refer to the comment from the European Banking FederationQ2. Besides systemic risk factors (i.e. risk factors capturing the market/systemic component of the modelled risk), are there other risk factors/parameters that would reflect risks embedded in more than one subcategories or more than one categories?
Please refer to the comment from the European Banking FederationQ3. Do you agree with the treatment reserved for homogenous indices?
Please refer to the comment from the European Banking FederationQ4. Do you have any example of other risk factors that should be subject to the treatment specified for indices?
Please refer to the comment from the European Banking FederationQ5. Are there any other risk factors for which an ad-hoc treatment should be specified?
Please refer to the comment from the European Banking FederationQ6. What is your preferred option? Please explain why.
Please refer to the comment from the European Banking FederationName of organisation
Finance DenmarkContact name
Michael Friis
