345. On the basis of establishing a proportionate approach for non-Category 1 institutions and …

On the basis of establishing a proportionate approach for non-Category 1 institutions and subsidiaries of cross-border groups, for setting and updating P2G and P2G-LR competent authorities may consider the outcomes of simplified forms of supervisory stress tests (e.g. through the use of supervisory-prescribed ‘anchor’ scenarios, sensitivity analysis, top-down stress tests conducted by designated authorities, and portfolio level impacts from consolidated level stress tests), past supervisory stress tests or institutions’ stress tests in accordance with paragraph 340. The simplified forms of supervisory stress tests may be carried out on an individual basis rather than as part of the system-wide exercise.

1. Prezentare generală

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

3. Standarde asociate

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