181. Institutions should consider, when designing or implementing their stress test scenarios, that …

Institutions should consider, when designing or implementing their stress test scenarios, that foreign exchange lending risk impacts may arise from the increase in both the outstanding value of debt and the flow of payments to service such debt, as well as an increase in the outstanding value of debt compared with the value of collateral assets denominated in the domestic currency.

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/