42. In addition to exposure-based, sector-based, portfolio-based and portfolio alignment methods, i …

In addition to exposure-based, sector-based, portfolio-based and portfolio alignment methods, i nstitutions’ internal procedures should provide for the use of scenario-based analyses to test their resilience to ESG risks, starting with climate-related risks, under various scenarios¹¹ .

11 Point d) of the mandate included in Article 87a(5) of Directive 2013/36/EU will be addressed through the development of complementary EBA Guidelines on scenario analysis to test the resilience of institutions to environmental, social and governance factors. 26

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.