489. The governance, organisation and IT arrangements supporting the supervisory stress testing …

The governance, organisation and IT arrangements supporting the supervisory stress testing programme should include at least the following:

• a. sufficient human and material resources, data and IT infrastructure to design and conduct supervisory stress tests. In particular, the supervisory stress testing programme should be supported by adequate data and an appropriate methodological approach covering all aspects, including scenarios and assumptions (e.g. templates, guidance, documentation), and ensuring both flexibility and appropriate levels of quality and controls;
• b. a quality assurance process covering stress testing design, development and execution, and the comparability of results across institutions;
• c. the integration of supervisory stress testing into other relevant supervisory processes. Hence, when required and subject to any legal constraints, the organisation should support the internal sharing of information and utilisation of all aspects of the stress testing programme.

1. Přehled

1.1 Odkazy

1.2 Identifikované požadavky

1.3 Související standardy

2. Identifikované požadavky

3. Související standardy

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