172. In assessing this risk in their stress testing programmes, institutions should take into …

In assessing this risk in their stress testing programmes, institutions should take into account the credit risk of each exposure but also consider the additional sources of risks arising from the similar behaviour of certain exposures (i.e. higher correlation). These additional sources of risk under analysis should cover, but not be limited, to the following:

• a) the single-name concentrations (i.e. client or group of connected clients as defined in Article 4(39) of Regulation (EU) No 575/2013);
• b) the sectoral concentrations;
• c) the geographical concentrations;
• d) the product concentrations; and
• e) the collateral and guarantee concentrations.

1. Forbhreathnú

1.1 Tagairtí

• Airteagal 4 Sainmhínithe

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.