+43. For the purposes of their stress testing exercise, institutions should use a baseline scenario …
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43. For the purposes of their stress testing exercise, institutions should use a baseline scenario …
For the purposes of their stress testing exercise, institutions should use a baseline scenario, as well as a set of adverse scenarios which are defined as severe (i.e. tail risk) but plausible (i.e. reasonably probable) scenarios.
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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