15. The change in the net interest income should be the difference between the expected net …

The change in the net interest income should be the difference between the expected net interest income under a shock or stress scenario from a going-concern perspective and the expected net interest income under a base scenario.¹¹ The change in the market value of instruments (fair value/nGAAP) should be the difference between the expected market value under a shock or stress scenario from a going-concern perspective and the expected market value under a base scenario at the end of the assessed horizon.

4.1.2 Other aspects, proportionality

¹¹ From an EVE viewpoint, the change in the economic value of equity should be the difference between the expected economic value of equity under a shock or stress scenario and the expected economic value of equity under a base scenario.

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/