121. Stress tests should address all relevant contractual arrangements, the potential impact of …

Stress tests should address all relevant contractual arrangements, the potential impact of embedded triggers (e.g. early amortisation provisions), the leverage of the securitisation structure and the liquidity/funding risks arising from the structure (i.e. cash-flow mismatches and prepayment conditions including in relation to interest rate changes).

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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