+341. Competent authorities should assess as appropriate the quantitative outcomes of stress tests …

341. Competent authorities should assess as appropriate the quantitative outcomes of stress tests …

Competent authorities should assess as appropriate the quantitative outcomes of stress tests with regard to the adequacy and quality of the institution’s own funds and determine whether the quantity and quality of own funds are sufficient to cover applicable capital requirements, and in particular:

  • a. OCR including its combined buffer requirements under the baseline scenario over a forward-looking time horizon of at least two years;
  • b. TSCR under the adverse scenarios over a forward-looking time horizon of at least two years.

1. Vue d’ensemble

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Intitulé Réglementation

1.1 Références

1.2 Exigences identifiées

1.3 Normes associées

2. Exigences identifiées

Exigences
Source Exigence

3. Normes associées

Normes
Source Exigence
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/