18. In designing scenarios based on idiosyncratic events the relevance of at least the following …

In designing scenarios based on idiosyncratic events the relevance of at least the following idiosyncratic events should be taken into account:

• a. the failure of significant counterparties;
• b. damage to the institution’s or group’s reputation;
• c. a severe outflow of liquidity;
• d. adverse movements in the prices of assets to which the institution or group is predominantly exposed;
• e. severe credit losses;
• f. a severe operational risk loss.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• 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.

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