+173. In stress testing, especially institution-wide and including group stress testing …
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173. In stress testing, especially institution-wide and including group stress testing …
In stress testing, especially institution-wide and including group stress testing, institutions should assess concentration risk considering on- and off-balance-sheet exposures, as well as banking, trading and hedging positions.
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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