405. Competent authorities should ensure that the institution provides the modelled impact of …

Competent authorities should ensure that the institution provides the modelled impact of different types of stress scenarios (as explained in the EBA Guidelines on institutions’ stress testing), as well as a number of sensitivity tests (on the basis of proportionality). The stress scenarios and shocks simulated in them should not only be based on the past, but also make use of hypothetical stress scenarios based on expert judgement. Competent authorities should analyse whether the following scenarios are considered as a minimum:

• a. short-term and prolonged;
• b. institution-specific and market-wide (occurring simultaneously in a variety of markets);
• c. a combination of (a) and (b).

1. Oversigt

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

3. Relaterede standarder

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