1. The requirement of the CRD, for the review of the identified 12-month period of significant …

The requirement of the CRD, for the review of the identified 12-month period of significant stress to be performed at least yearly by institutions, means that different circumstances, including a very high turnover in the trading book or specific trading strategies, may require a review of the stressed period with a higher frequency.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/