152. Competent authorities should assess whether the institution’s management body and senior …

Competent authorities should assess whether the institution’s management body and senior management understand the assumptions underlying the credit measurement system and whether they are aware of the degree of relevant model risk. They should assess whether the institution has undertaken stress testing to understand the impact of adverse events on its credit risk exposures and on the adequacy of its credit risk provisioning, by considering the stress test frequency, relevant risk factors identified, assumptions underlying the stress scenario; and the internal use of stress testing outcomes for capital planning and credit risk strategies.

1. Pregled

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

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