155. Institutions should design different time horizons in their stress testing: the time horizons …

Institutions should design different time horizons in their stress testing: the time horizons should range from overnight up to at least 12 months; there should also be separate stress tests relating to intraday liquidity risks. The time horizon should display, for example, a short acute phase of stress (up to 30 days in order to cover such periods without having to change the business model) followed by a longer period of less acute but more prolonged stress (between 3 and 12 months).

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/