+55. On this basis, institutions should set their own scenario of reference, i.e. the scenario which …
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55. On this basis, institutions should set their own scenario of reference, i.e. the scenario which …
On this basis, institutions should set their own scenario of reference, i.e. the scenario which reflects the most likely environmental path that future developments could take according to the institution. This internal reference scenario builds on the baseline scenario used for stress tests but extends over a long-term horizon and may, as a result, deviate to varying degrees from the continuation of observable trends.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
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Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- 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.
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