66. Institutions should conduct sensitivity analyses at the level of individual exposures …

Institutions should conduct sensitivity analyses at the level of individual exposures, portfolios or business units, institution wide, and for specific risk types, proportionate to their complexity. Institutions should assess at which aggregation level sensitivity analyses are meaningful or even feasible. The use of expert judgements should be clarified in detail whenever applicable.

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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