(a) The run-off for retail funding;

(b) Asset market illiquidity and erosion in the value of liquid assets;

(c) The loss or impairment of secured and unsecured wholesale funding sources;

(d) The correlation between funding markets and effectiveness of diversification across available sources of funding;

(e) The availability of contingent lines extended to the banks;

(f) The availability of funding in different tenors;

(g) Contingent claims, including potential draws on committed lines extended to third parties or the bank's connected parties (such as its overseas branches, associated entities in its consolidated group, controller or head office);

(h) Liquidity drains associated with contractual obligations or non-contractual obligations involving off-balance sheet vehicles and activities, as well as complex products or transactions;

(i) Additional margin calls and collateral requirements (e.g. in Shari'a-compliant hedging contract or other contracts with embedded trigger clauses);

(j) Estimates of future balance sheet growth;

(k) Currency convertibility and access to foreign exchange markets;

(l) The transferability of liquidity across entities, sectors and jurisdictions, taking into account legal, regulatory, operational and time zone restrictions and constraints;

(m) Access to the payment and settlement systems which are imperative to a bank.

(n) The impact of credit rating triggers;

(o) The access to central bank facilities;

(p) The operational ability of the bank to monetise assets; and

(q) The bank's remedial actions and the availability of the necessary documentation and operational expertise and experience to execute them, taking into account the potential reputational impact when executing these actions.

(a) Significant daily run-off rates for deposits particularly at the initial stage of the stress scenario, with increasing requests from customers to redeem their time deposits before maturity;

(b) Interbank deposits repaid at maturity;

(c) No new unsecured or secured funding obtainable from the market; and

(d) Forced sale of marketable securities at discounted prices.

(a) A market-wide liquidity squeeze, with severe contraction in the availability of secured and unsecured funding sources, and a simultaneous drying up of market liquidity in some previously high liquidity markets;

(b) Substantial discounts needed to sell or repo assets and wide differences in funding access among banks, due to the occurrence of a severe tearing of their perceived credit quality (i.e. flight to quality);

(c) Restrictions on currency convertibility; and

(d) Severe operational or settlement disruptions affecting one or more payment or settlement systems

(a) As a greater number of financial institutions in the market will be affected under a combined stress scenario, this may change the way in which some institution-specific stress elements are to be structured. For example, instead of a quick but severe bank run, there may be a less acute, but more persistent and protracted run-off of customer deposits; and

(b) Even lower realizable values of assets may result as the bank concerned seeks to sell or repo large quantities of assets when the relevant asset markets become less liquid and market participants are generally in need of liquidity.