73. The design of the stress test scenarios should not only be based on historical events, but …

The design of the stress test scenarios should not only be based on historical events, but should also consider hypothetical scenarios based on non-historical events. Institutions should ensure that scenario designs are forward-looking and take into account systematic and institution-specific changes in the present and foreseeable future. For that purpose, institutions should endeavour to have recourse to external data from similar risk environments relevant for institutions with similar business models. Institutions should use data that are relevant and available. Relevant data may be internal and/or external and incorporate benchmarking and supervisory guidance.

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.