+13. At least one scenario should be included for each of the following types of events: a. a …
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13. At least one scenario should be included for each of the following types of events: a. a …
At least one scenario should be included for each of the following types of events: - a. a ‘system-wide event’, which means an event that risks having serious negative consequences for the financial system or the real economy;
- b. an ‘idiosyncratic event’, which means an event that risks having serious negative consequences for a single institution, a single group or an institution within a group; and
- c. a combination of system-wide and idiosyncratic events which occur simultaneously and interactively.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
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Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA -
EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.
DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.
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