(7)To enhance risk sensitivity and to take into account institution-specific conditions regarding behavioural cash flows, the assumptions underlying the cash flow slotting of non-maturity deposits, the loans subject to prepayment risk, and the term deposits subject to the risk of early redemption should primarily be based on estimations of the institutions in a way that is consistently applied over time. However, to underline the standardised nature of the methodology, the conservatism of those behavioural flows should be enhanced by the multiplication by fixed scalars depending on the applicable scenario. In addition, regarding non-maturity deposits, conservatism should be ensured by implementing standardised caps on the proportion and the average maturity of the core component, depending on the counterparty category.