Related provisions for BIPRU 12.5.17
1 - 13 of 13 items.
In assessing its wholesale funding risk, a firm must:(1) identify its wholesale liabilities;(2) determine how those liabilities behave under normal financial conditions;(3) assess how they will behave under the stresses required by BIPRU 12.5.6R; and(4) divide its wholesale liabilities into funding which the firm assesses as having a higher than average likelihood of withdrawal in response to actual or perceived changes in the firm's credit-worthiness (Type A wholesale funding)
The obligation to conduct an ICAAP, includes requirements on a firm to:(1) carry out regularly assessments of the amounts, types and distribution of financial resources, capital resources and internal capital that it considers adequate to cover the nature and level of the risks to which it is or might be exposed (GENPRU 1.2.30 R to GENPRU 1.2.41 G (the overall Pillar 2 rule and related rules);(2) identify the major sources of risk to its ability to meet its liabilities as they