(1) An Authorised Person must assess the repayment profiles of its assets under both normal market conditions and stressed conditions resulting from either general market turbulence or firm-specific difficulties.
(2) An Authorised Person must assess the extent to which committed facilities can be relied upon under stressed conditions identified in accordance with Rule 9.2.9.
(3) An Authorised Person must consider potential liability concentrations when determining the appropriate mix of liabilities.
(4) An Authorised Person must consider how its off-balance sheet activities affect its cash flows and Liquidity Risk profile under both normal and stressed conditions.
(5) If an Authorised Person has significant, unhedged liquidity mismatches in particular currencies, it must assess:
(a) the volatilities of the exchange rates of the mismatched currencies;
(b) likely access to the foreign exchange markets in normal and stressed conditions; and
(c) the stability of Deposits in those currencies with the Authorised Person in stressed conditions.