+Article 290 6.

Article 290 6.

It shall apply at least quarterly multifactor stress testing scenarios and assess material non-directional risks including yield curve exposure and basis risks. Multiple-factor stress tests shall, at a minimum, address the following scenarios in which the following occurs:

(a) 

severe economic or market events have occurred;

(b) 

broad market liquidity has decreased significantly;

(c) 

a large financial intermediary is liquidating positions.

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards