35. When setting scenarios, institutions should consider both physical risk and transition risk. …

When setting scenarios, institutions should consider both physical risk and transition risk. Even if modelling can lead to setting separate scenarios for each of these risks, institutions should ensure sufficient consistency between the scenarios given that the risks are strictly correlated over the long-term.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA -

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