50. Institutions may use a constant balance sheet assumption, but are encouraged to incorporate, as …

Institutions may use a constant balance sheet assumption, but are encouraged to incorporate, as far as possible, significant changes in the composition of their portfolios resulting from the institution’s approved strategy, where these are due to occur during the stress test period. As a complement, institutions may use a full dynamic balance sheet approach according to their practices and needs.

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/