174. Stress tests should take into account changes in the business environment that may occur and …

Stress tests should take into account changes in the business environment that may occur and that would lead to the materialisation of concentration risk. In particular, stress tests should consider unusual but plausible changes in correlations between various types of risk factors as well as extreme and unusual changes in risk parameters, going beyond single risk factors, to look at scenarios that take account of interrelated risk factors and that feature not only first-round but also feedback effects.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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  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.

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