+51. Institutions should ensure that they stress test portfolios and business lines or units to …
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51. Institutions should ensure that they stress test portfolios and business lines or units to …
Institutions should ensure that they stress test portfolios and business lines or units to identify intra- and inter-risk concentrations – i.e. concentrations of common risk factors within and across risk types (including contagion effects).
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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