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 interzoneby

link 28.02.2013 17:34 
Subject: roll-off of defined liability products bank.
Пожалуйста, помогите перевести.

Выражение встречается в следующем контексте:

Заранее спасибо

Therefore, MCO captures and cumulates daily cash in- and outflows resulting in a projected liquidity profile. The MCO concept focuses on the roll-off of defined liability products, while certain asset positions may be included as mitigants. Local MCO limits restrict the extent to which short-term liquidity risk can be taken in the respective entity/ location and provide the benchmark against which MCO exposures are monitored byTreasury on a daily basis.
MCO limits are set across business day 1 to business day 5 and week 2 to week 8 and thus apply to the full 8 week time horizon in focus limits are set to restrict the short-term liquidity risk taken in the respective entity/ location.
Liquidity stress testing

 

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