Widening spreads on a bank's issued debt and credit default swaps indicate that market participants perceive a higher risk of default or liquidity problems at the bank. Such market-based indicators are strong, direct early warning signals of potential liquidity stress. In contrast, stable liabilities funding asset growth (D) and increased available credit lines (B) generally indicate a strong liquidity profile. Option A focuses on peers, which might suggest systemic risk but is not as strong or direct a signal for the bank itself as its own credit spreads widening.