343. The level of P2G should protect against the potential breach of TSCR in an adverse scenario. …

The level of P2G should protect against the potential breach of TSCR in an adverse scenario. Similarly, the level of P2G-LR should protect against the breach of TSLRR in an adverse scenario. Where the quantitative outcomes of the supervisory stress tests suggest that the institution is not expected to breach its TSCR under the adverse stress test scenario, competent authorities may decide not to set P2G. Similarly, competent authorities may decide not to set P2G-LR where TSLRR is not expected to be breached under the adverse stress test scenario.

1. Oversigt

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

3. Relaterede standarder

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