As part of its obligations under the overall Pillar 2 rule in 3.1, a
firm must:
(1) make an assessment of the firm-wide impact of the risks identified in
accordance with that rule, to which end a firm must aggregate the risks
across its various business lines and units, taking appropriate account of
any correlation between risks; and
(2) take into account the stress tests that the firm is required to carry
out under the general stress test and scenario analysis rule in 12.1 and any
stress tests that the firm is required to carry out under the CRR.