+84. Institutions should perform adequate reverse stress tests as part of the stress testing …
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84. Institutions should perform adequate reverse stress tests as part of the stress testing …
Institutions should perform adequate reverse stress tests as part of the stress testing programme, sharing the same governance, an effective infrastructure and quality standards, and to complement other types of stress testing, taking into account the nature, size, scale and complexity of their business activities and risks. Small and less complex institutions may focus more on the qualitative aspects of reverse stress testing while more sophisticated reverse stress testing techniques are required of larger or more complex institutions. The reverse stress testing should be clearly defined in terms of responsibilities and resources allocated and should be supported by an infrastructure that is suitable and flexible and by written policies and procedures. Reverse stress testing should be carried out regularly by all types of institutions and at the same level of application as ICAAP and ILAAP (e.g. institution wide and covering all relevant risk types).
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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