64. To address the residual shortcomings of their stress test models, institutions should consider …

To address the residual shortcomings of their stress test models, institutions should consider accounting for the impacts of the factors that could not, at this stage, be otherwise integrated (e.g. risks stemming from counterparties’ value chain, tipping points, contagion effects, etc.), by adjusting conservatively the results of their models on the basis of expert judgement.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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