190. ICAAP and ILAAP stress tests should be consistent with the risk appetite and overall strategy …

ICAAP and ILAAP stress tests should be consistent with the risk appetite and overall strategy (i.e. including the business strategy) of the institution. Institutions should demonstrate a clear link between their risk appetite, their business strategy, and their ICAAP and ILAAP stress tests. In particular, institutions should assess their capital and liquidity plans, and any internal capital planning, including management capital buffers, consistent with their stated risk appetite and strategy, and overall internal capital needs, and rebuild their liquidity positions after using liquidity buffers to meet their liabilities during a stress period.

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/