340. Competent authorities should determine by means of stress testing the adequacy of the …

Competent authorities should determine by means of stress testing the adequacy of the institution’s own funds (quantity and composition) in stressed conditions and whether supervisory measures, including P2G, P2G-LR, revised capital planning and other measures are necessary to address potential inadequacies. To assess capital adequacy in stressed conditions, competent authorities should consider:

• a. the use of the qualitative outcomes (e.g. deficiencies identified in risk management and control) of institutions’ stress tests and supervisory stress testing;
• b. the use of the quantitative outcomes of institutions’ stress tests, if the ICAAP is deemed reliable, and of supervisory stress tests, pursuant to Article 100 of Directive 2013/36/EU as specified in Title 11, and including, for example:
• i. prescribing specific ‘anchor’ scenarios/assumptions to be implemented by institutions;
• ii. conducting system-wide stress tests using consistent methodologies and scenarios run either by institutions or by supervisors.

1. Visão geral

1.1 Referências

1.2 Requisitos identificados

1.3 Normas relacionadas

2. Requisitos identificados

3. Normas relacionadas

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