Guidelines on Stress Testing


These Guidelines provide high level guidance on how Stress Test could be conducted by institutions and assessed by supervisors, namely concerning desirable features relating to the scope, calibration, frequency, documentation or risks covered. As reviewing Pillar 1 risks is part of the supervisory review process, this paper reflects also interactions with relevant provisions regarding Pillar 1. The Guidelines provide additional technical guidance to complement the Guidelines on the Supervisory Review Process issued in January 2006 in the area of stress testing.

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