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LM-11.1.11

The stress scenarios assumed in these requirements must be viewed as a minimum supervisory requirement for Bahraini conventional bank licensees. Banks must construct their own scenarios proportionate to their size, business model and complexity of operations, to assess the level of liquidity they must hold over and above this minimum level. These Internal stress scenarios must incorporate time horizons longer than the one mandated by the requirements mentioned in this section.

August 2018