Annex 1
Liquidity definitions
defined liquidity group
DLG by default
DLG by modification (firm level)
firm-specific liquidity stress
group liquidity low frequency reporting conditions
group liquidity reporting firm
group liquidity standard frequency reporting conditions
low frequency liquidity reporting firm
market liquidity stress
material currencies
non-UK DLG by modification
non-UK DLG by modification (DLG level)
non-UK DLG by modification (firm level)
overall liquidity adequacy rule
standard frequency liquidity reporting firm
UK DLG by modification
UK lead regulated firm
- 01/01/2016