+98. The IRRBB stress-testing framework should include clearly defined objectives, scenarios …
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98. The IRRBB stress-testing framework should include clearly defined objectives, scenarios …
The IRRBB stress-testing framework should include clearly defined objectives, scenarios tailored to the institution’s businesses and risks, well-documented assumptions and sound methodologies.
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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