29. The stress testing programme should be an integral part of an institution’s risk management …

The stress testing programme should be an integral part of an institution’s risk management framework (including in the context of the internal capacity adequacy assessment process (ICAAP) and internal liquidity adequacy assessment process (ILAAP)). Stress tests should support different business decisions and processes as well as strategic planning, including capital and liquidity planning. The decisions should take into account the shortcomings, limitations and vulnerabilities during stress testing.

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/