79. Institutions should ensure that stress testing is based on severe but plausible scenarios and …

Institutions should ensure that stress testing is based on severe but plausible scenarios and the degree of severity should reflect the purpose of the stress test. To that end, stress tests should be:

• a) meaningful in terms of addressing relevant risks to the institution with a view to promoting the stability of the institution under adverse conditions and, in the case of systemically important banks, also the financial system at all points in the economic cycle and over market fluctuations including funding markets; and
• b) consistently applied across the institution, recognising that the impact of identical scenarios is not necessarily severe for all business lines.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

• EBA -

  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

  DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.