they are based on both quantitative and qualitative assessments of potential market conditions, including disruptions and dislocations or irregularities of accessibility to markets, as well as declines in the liquidation value of collateral, and reduced market liquidity where non-cash assets have been accepted as collateral.
Le cadre tient compte du fait que les corrélations historiques entre les prix sont susceptibles de ne plus être applicables dans des conditions de marché extrêmes mais plausibles.