+95. The results of shock scenarios should feed into the decision-making at appropriate management …
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95. The results of shock scenarios should feed into the decision-making at appropriate management …
The results of shock scenarios should feed into the decision-making at appropriate management level. This includes strategic or business decisions, the allocation of internal capital, and risk management decisions by the management body or its delegates. The results should also be considered when establishing and reviewing the policies and limits for IRRBB. 4.4.4 Interest rate stress scenarios
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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