+37. With the aim of integrating material ESG risks into short-term stress testing exercises …
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37. With the aim of integrating material ESG risks into short-term stress testing exercises …
With the aim of integrating material ESG risks into short-term stress testing exercises, competent authorities should, where feasible and appropriate, build on the scenario design used in traditional stress tests, adapting it to reflect ESG-specific transmission channels and incorporating new variables relevant to ESG risks.
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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