101. For the purpose of sensitivity analysis under stress scenarios, institutions should evaluate …

For the purpose of sensitivity analysis under stress scenarios, institutions should evaluate, in the economic value metrics, the limitations associated with the use of a run-off assumption and the ability of the institution to capture the long-term interest rate risk.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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