90. Where reverse stress testing reveals that an institution’s risk of business model failure is …

Where reverse stress testing reveals that an institution’s risk of business model failure is unacceptably high and inconsistent with its risk appetite, the institution should plan measures to prevent or mitigate such risk, taking into account the time that the institution should have to react to these events and implement those measures. As part of these measures, the institution should consider if changes to its business model are required. These measures derived from reverse stress testing, including any changes to the institution’s business plan, should be documented in detail in the institution’s ICAAP documentation.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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