+80. Institutions should ensure that various degrees of severity are considered for both sensitivity …

80. Institutions should ensure that various degrees of severity are considered for both sensitivity …

Institutions should ensure that various degrees of severity are considered for both sensitivity analysis and scenario stress testing covering at least one severe economic downturn for the assessment of capital adequacy and capital planning purposes.

1. Overview

Summary	Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source	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.

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