17. In designing scenarios based on system-wide events the relevance of at least the following …

In designing scenarios based on system-wide events the relevance of at least the following system-wide events should be taken into account:

• a. the failure of significant counterparties affecting financial stability;
• b. a decrease in liquidity available in the interbank lending market;
• c. increased country risk and generalised capital outflow from a significant country of operation of the institution or the group;
• d. adverse movements in the price of assets in one or several markets;
• e. a macroeconomic downturn.

Idiosyncratic events

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/