32. To be a meaningful part of the risk management system of an institution, stress tests should be …

To be a meaningful part of the risk management system of an institution, stress tests should be undertaken with appropriate frequency. This frequency should be determined having regard to the scope and type of the stress test, the nature, scale, size and complexity of the institution (proportionality principle), portfolio characteristics as well as changes in the macroeconomic environment or the institution’s business activities.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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