+167. Institutions should ensure that the tests referred to in the previous paragraph are not only …
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167. Institutions should ensure that the tests referred to in the previous paragraph are not only …
Institutions should ensure that the tests referred to in the previous paragraph are not only based on a simple parallel shift but that they consider movements and changes in the shape of the yield curves in their scenario analyses.
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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