20. To calculate the ‘scenario-specific recovery capacity’, institutions should assume that the …

To calculate the ‘scenario-specific recovery capacity’, institutions should assume that the scenario results in them breaching their total SREP capital or leverage ratio requirement (TSCR or TSLRR) as defined in the EBA guidelines on common procedures and methodologies for the supervisory review and evaluation process (‘SREP guidelines’)¹³ or their minimum regulatory liquidity requirements as determined by the most recent SREP assessment.

¹³ EBA/GL/2022/03.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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