+112. Institutions should quantify the impact of the scenario in terms of credit losses (i.e. …
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112. Institutions should quantify the impact of the scenario in terms of credit losses (i.e. …
Institutions should quantify the impact of the scenario in terms of credit losses (i.e. provisions), risk exposures, income and own funds requirements. In addition, institutions should be able to quantify such impacts by relevant segments/portfolios.
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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