+86. In carrying out their reverse stress tests, institutions should also consider whether failure …
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86. In carrying out their reverse stress tests, institutions should also consider whether failure …
In carrying out their reverse stress tests, institutions should also consider whether failure of one or more of their major counterparties or a significant market disruption arising from the failure of a major market participant (in a separate or combined manner) would cause the pre-defined outcome. Use of reverse stress testing
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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