+80. Institutions should ensure that various degrees of severity are considered for both sensitivity …
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80. Institutions should ensure that various degrees of severity are considered for both sensitivity …
Institutions should ensure that various degrees of severity are considered for both sensitivity analysis and scenario stress testing covering at least one severe economic downturn for the assessment of capital adequacy and capital planning purposes.
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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