+97. Competent authorities should assess the results of stress tests and whether the institution is …
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97. Competent authorities should assess the results of stress tests and whether the institution is …
Competent authorities should assess the results of stress tests33 and whether the institution is able to maintain the applicable TSCR, at all times, in an adverse scenario and if it has identified a set of management actions to address any potential breaches of the TSCR. Competent authorities should also consider the impact of stress tests on the institution’s leverage ratio, as well as its eligible liabilities held for the purposes of minimum requirements for eligible liabilities (MREL) as referred to in Directive 2014/59/EU.
33 For the purposes of this paragraph, stress tests do not extend to reverse stress tests.
1. Overzicht
1.1 Referenties
1.2 Geïdentificeerde eisen
1.3 Gerelateerde standaarden
2. Geïdentificeerde eisen
3. Gerelateerde standaarden
- EBA -
EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.
DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.
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