CEBS Guidelines on Stress Testing (GL32) - Repealed with effect from 19 July 2018

Published date: 26 August 2010

	Section 1 Introduction and background
	Section 2 Governance aspects of stress testing and use
	Section 3 Stress testing methodologies
	Section 4 Portfolio, individual risk and firm-wide stress testing
	Section 5 Outputs of stress testing programmes and management intervention actions
	Section 6 Stress tests under ICAAP
	Section 7 Supervisory review and assessment
	Individual Risk Area Annexes
	Annex 1 Market risk
	Annex 2 Securitisation
	Annex 3 Credit risk and counterparty risk
	Annex 4 Operational risk
	Annex 5 Liquidity risk
	Annex 6 Interest rate risk from non-trading activities
	Annex 7 Concentration risk

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