Authorised Firm must, except as provided under PIB Rule 9.3.8, maintain a buffer of HQLA over the minimum level of LCR required under its LCR Requirement, appropriate to the nature, scale and complexity of its operations and in line with its Liquidity Risk tolerance.
(2) In determining the size of its buffer of HQLA under (1), an
Authorised Firm must also take into account the results of stress tests conducted under section PIB 9.2A.
[Added] DFSA RM148/2014 (Made 1st January 2015). [VER23/01-15]