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market liquidity stress

65(in relation to a firm and any reporting obligations under SUP 16 (Reporting requirements)):

  1. (a) (in the case of reporting obligations on a solo basis) any market that is of material significance to the firm being materially adversely affected by crystallised liquidity risk or a substantial number of participants in any such market being materially adversely affected by crystallised liquidity risk, whether or not the firm itself is so affected;
  2. (b) (in the case of reporting obligations with respect to the firm and a group of other persons) has the same meaning as in (a) except that references to the firm are to the firm and that group considered together;
  3. (c) (in the case of reporting obligations with respect to a firm's UK branch) has the same meaning as in (a) except that references to the firm are to that branch.