5.4 Information on stress testing framework and programme

1. Overview

On stress testing frameworks and programmes, competent authorities should ensure that they receive from institutions the following:

a. general description of the institution’s stress testing programme, including inter alia the types of stress tests undertaken, their frequency, methodological details and models used, the range of assumptions and relevant data infrastructure;
b. description of the governance arrangements of the stress testing programme, and in particular the stress tests used for ICAAP and ILAAP purposes;
c. description of the interaction (integration) between solvency and liquidity stress tests, and in particular of ICAAP- and ILAAP-specific stress testing, and the role of reverse stress tests;
d. description of the uses of stress testing and its integration into the risk management and control framework.

Requirements
Source	Requirement

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.