51. Institutions should progressively incorporate environmental factors into their stress testing …

Institutions should progressively incorporate environmental factors into their stress testing models, starting with credit risk models, and aiming at capturing gradually the impacts of environmental changes on other traditional risk categories, including market, operational, and liquidity risk across all relevant portfolios, sectors, and geographies.

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/