Intercompany loans should be stressed within the market risk module.

Where intercompany loans are repayable on demand, that is the loan does not have a defined term, is it still appropriate to stress within the market risk module? For example, where two companies (Company A and Company B) participate in zero balancing arrangments ("overnight pools" or "pooling arrangements") such that intercompany loans are established when funds are transfered from Company A's account to Company B's account, would it be more appropriate to treat the loan as "cash at bank" and stress the asset within the counterparty default risk module?

The argument is that, similar to cash at bank, this asset should be available on demand,  unlike a loan asset which is usually not available on demand.