+85. Institutions should include scenarios identified through the reverse stress testing to …
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85. Institutions should include scenarios identified through the reverse stress testing to …
Institutions should include scenarios identified through the reverse stress testing to complement the range of stress test scenarios they undertake and, for comparison purposes, in order to assess the overall severity, allowing the identification of severe but still plausible scenarios. Reverse stress testing should be useful for assessing the severity of scenarios for ICAAP and ILAAP stress tests. The severity of reverse stress testing scenarios can also be assessed by comparing it to, inter alia, historical or other supervisory and publicly available 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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