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2018 Pillar 3 Disclosures
Structural liquidity risk
Liquidity categories by asset type
Central Bank + Cash-in-Hand + Other Cash
3,103,858
Level I
1,524,245
Level II
293,135
Level III
187,215
Level IV
48,752
Level V
0
Other liquid assets
408,562
TOTAL
5,565,766
Cecabank regularly conducts stress tests on the liquidity ratios, as indicated in section 7 of Annex
I. Among other factors, these stress scenarios take into account a prolonged closure of the capital
and interbank market, the activation of contingent lines and deposit flight. The result of these
exercises is that the bank has a sufficient buffer of liquid assets in place to withstand a situation
of prolonged stress.
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