38. On evidencing the full implementation of ICAAP stress tests and their outcomes, competent …

On evidencing the full implementation of ICAAP stress tests and their outcomes, competent authorities should ensure that they receive from institutions the following:

• a. quantitative outcome of the scenarios considered and impact on key metrics, including P&L and capital, both internal and regulatory own funds, and prudential ratios, as well as, in integrated approaches, the impact on the liquidity position;
• b. explanation of how the scenario outcomes are relevant to the institution’s business model, strategy, material risks and group entities covered by ICAAP.

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/