+48. For the purposes of paragraph 47 and with a view to ensuring sufficiently informed strategies …

48. For the purposes of paragraph 47 and with a view to ensuring sufficiently informed strategies …

For the purposes of paragraph 47 and with a view to ensuring sufficiently informed strategies, institutions should consider insights gained from a combination of forward-looking risk as-sessment methods, including:

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  • a) portfolio alignment methodologies, as described in Section 4.2;
  • b) environmental risk scenario analyses, taking into account the (potential) business en-vironment(s) in which they might be operating in the short, medium and long term, including a time horizon of at least 10 years;
  • c) climate or environmental stress tests performed by the institution.

1. Overview

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Summary Regulation

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/