83. For assessing the appropriate degree of severity of scenarios, institutions should also compare …

For assessing the appropriate degree of severity of scenarios, institutions should also compare them with the scenarios outlined in their reverse stress testing, considering specific implications of the reverse stress test design for the scenario’s plausibility.

4.6.5 Reverse stress testing

Requirements

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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