+147. Stress testing should also, where appropriate, be used to assess extreme losses associated …
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147. Stress testing should also, where appropriate, be used to assess extreme losses associated …
Stress testing should also, where appropriate, be used to assess extreme losses associated with tail risks (unexpected losses) and whether or not additional capital should be held under Pillar 2.
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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