+47. Stress tests should take into account all types of material risk having regard to both the on- …
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47. Stress tests should take into account all types of material risk having regard to both the on- …
Stress tests should take into account all types of material risk having regard to both the on- and off-balance-sheet assets and liabilities of an institution including relevant structured entities.
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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