+192. When doing solvency stress tests for the purposes of ICAAP, institutions should also consider …
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192. When doing solvency stress tests for the purposes of ICAAP, institutions should also consider …
When doing solvency stress tests for the purposes of ICAAP, institutions should also consider the impact of scenarios on the institution’s leverage ratio as well as eligible liabilities held for the purposes of minimum requirements for eligible liabilities (MREL).
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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