+48. Institutions should ensure that industry sector and country or geographical location dimensions …
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48. Institutions should ensure that industry sector and country or geographical location dimensions …
Institutions should ensure that industry sector and country or geographical location dimensions are properly taken into account in their stress test models. While developing new models or extending the granularity of existing models, institutions should introduce variables sensitive to environmental risks in connection with the identification of transmission channels provided for in Section 5.1.
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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