easy · Frm Part 2 Liquidity & Treasury Risk
A bank's 'Survival Horizon' in a liquidity stress test is defined as:
- The one-year window used for the Net Stable Funding Ratio calculation
- The time it takes for 100% of retail deposits to leave the bank
- The number of days until cumulative stressed net outflows exhaust the counterbalancing capacity
- The time required to sell all Level 2B assets
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