+126. Institutions should conduct stress tests for their positions in financial instruments in …
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126. Institutions should conduct stress tests for their positions in financial instruments in …
Institutions should conduct stress tests for their positions in financial instruments in trading and fair value reported in other comprehensive income (FVOCI) portfolios (i.e. accounting terms to classify financial assets), including securitisation instruments/positions and covered bonds. These stress tests should be undertaken as part of institution-wide stress testing as well as for market risk management and calculation 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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