109. Institutions should apply different time horizons when applying their stress scenarios. The …

Institutions should apply different time horizons when applying their stress scenarios. The time horizon should range from overnight (one-off effects) up to longer terms (e.g. a creeping economic downturn).

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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