+485. Competent authorities should also, where appropriate, use supervisory stress testing outcomes …

485. Competent authorities should also, where appropriate, use supervisory stress testing outcomes …

Competent authorities should also, where appropriate, use supervisory stress testing outcomes to:

  • a. support the analysis needed for the purposes of granting various permissions and authorisations required by Regulation (EU) No 575/2013 or Directive 2013/36/EU, for example in relation to qualifying holdings, mergers and acquisitions, and shares buy-backs;
  • b. support a thematic analysis of the potential vulnerabilities of a group of institutions with similar risk profiles;
  • c. support the analysis of the potential impacts of ESG factors on the institutions' business model on the basis of a medium to long-term scenario analysis carried out in accordance with the Joint Guidelines on integrating ESG risks in supervisory stress tests;
  • d. motivate institutions to enhance their internal stress testing and risk management capabilities: in particular, a supervisory stress test with a bottom-up component could motivate institutions to further develop and improve their data aggregation, risk modelling and IT tools for stress testing and risk management purposes.

1. Panoramica

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Titolo Regolamentazione

1.1 Riferimenti

1.2 Requisiti identificati

1.3 Standard correlati

2. Requisiti identificati

Requisiti
Fonte Requisito

3. Standard correlati

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