18. In designing scenarios based on idiosyncratic events the relevance of at least the following …

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

• a. the failure of significant counterparties;
• b. damage to the institution’s or group’s reputation;
• c. a severe outflow of liquidity;
• d. adverse movements in the prices of assets to which the institution or group is predominantly exposed;
• e. severe credit losses;
• f. a severe operational risk loss.

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/