+59. The specific design, complexity and level of detail of the stress test methodologies should be …
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59. The specific design, complexity and level of detail of the stress test methodologies should be …
The specific design, complexity and level of detail of the stress test methodologies should be appropriate to the institution’s nature, scale and size, as well as the complexity and riskiness of its business activities. It should take into account the strategy and business model as well as the portfolio characteristics of the institution.
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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