18. Institutions should ensure that their quantitative analysis in accordance with the previous …

Institutions should ensure that their quantitative analysis in accordance with the previous paragraph includes sound quantitative tests as backtesting tools to validate the assumptions, parameters and results of stress testing models (e.g. credit risk models, market risk models, pre-provision net revenue models). Institutions should ensure that their qualitative analysis in accordance with the previous paragraph is based on expert judgements or benchmarking assessments.

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/