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LM-9.2.7

This scenario will likely entail an acute deposit run. Such a scenario would typically include the following characteristics:

(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.
August 2018