31. The outputs of stress tests (quantitative and qualitative) should be used as inputs to the …

The outputs of stress tests (quantitative and qualitative) should be used as inputs to the process of establishing an institution’s risk appetite and limits. Furthermore, they should act as a planning tool to determine the effectiveness of new and existing business strategies and their impact on the use of capital. To enable that, the essential outputs from a stress testing exercise should be implied losses, capital and liquidity requirements, as well as available capital and liquidity.

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.

  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.