+171. Stress testing should be a key tool in the identification of concentration risk, as it allows …
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171. Stress testing should be a key tool in the identification of concentration risk, as it allows …
Stress testing should be a key tool in the identification of concentration risk, as it allows institutions to identify interdependencies between exposures, which may only become apparent in stressed conditions as well as hidden concentrations.
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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