+76. Institutions should determine the time horizon of stress testing in accordance with the aim of …
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76. Institutions should determine the time horizon of stress testing in accordance with the aim of …
Institutions should determine the time horizon of stress testing in accordance with the aim of the exercise, the characteristics of the portfolio of the institution such as its maturity and liquidity of the stressed positions, where applicable, as well as the risk profile. Solvency stress testing and liquidity stress testing require different time horizons and scenarios.
1. Forbhreathnú
1.1 Tagairtí
1.2 Ceanglais aitheanta
1.3 Caighdeáin ghaolmhara
2. Ceanglais aitheanta
Ceanglais
| Foinse |
Ceanglas |
3. Caighdeáin ghaolmhara
Caighdeáin
| Foinse |
Ceanglas |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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