EBA guidelines for institutions when designing and conducting stress testing programs
European Banking Authority guidelines provides a description of types of stress test exercises and reverse stress testing processes for both regular stress testing and recovery planning purposes. Addresses other matters that can be relevant to stress testing programs, including conduct risks and litigation costs, foreign exchange lending risk, interaction between solvency stress tests and liquidity stress tests, business models and data aggregation.
Publisher:
Regional Standard-Setting Bodies
Release date:
Jul 2018
Type:
Guideline
Parent:
Guidelines on Stress Testing
Peer:
Revised Procedures and Methodologies for the Supervisory Review and Evaluation Process and Supervisory Stress Testing
Topics:
Stress-testing, Recovery and resolution, Capital adequacy, Liquidity risk and rules
Sectors:
Banking
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