61. For resilience analysis, institutions should use a constrained dynamic portfolio assumption …

For resilience analysis, institutions should use a constrained dynamic portfolio assumption limiting the changes within their main portfolios to those provided for in their existing strategy. In particular, institutions should ensure that their projections are aligned with the targets set in their plan in accordance with Article 76(2) of Directive 2013/36/EU. As a complement, institutions may use a full dynamic portfolio assumption that incorporates both the anticipated evolutions of environmental factors and their expected response to those evolutions.

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/