+25. The management body should understand the material aspects of the stress testing programme to …
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25. The management body should understand the material aspects of the stress testing programme to …
The management body should understand the material aspects of the stress testing programme to be able to: - (a) actively engage in discussions with stress testing committees of the institutions, where applicable, or with senior management or external consultants involved in stress testing;
- (b) challenge key modelling assumptions, the scenario selection and the assumptions underlying the stress tests in general; and
- (c) decide on the necessary management actions and discuss them with the competent authorities.
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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