52. In particular, when considering inter-risk concentrations, institutions should aggregate across …

In particular, when considering inter-risk concentrations, institutions should aggregate across risk types notably market and credit risk, to gain a better understanding of their potential risk concentrations in a stress situation. Institutions should identify potential links between exposures that could be risky during periods of economic or financial distress, as well as question assumptions about dependencies and correlations between risk types in a stress situation.

4.4.3 Institution-wide 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/