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European
EBA - European Banking Authority
Draft Guidelines
2018
Information
Table of Contents
Table of Contents
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Final Report - Guidelines on institutions' stress testing (EBA/GL/2018/04)
Executive summary
Background and rationale
Guidelines
1. Compliance and reporting obligations (paras. 1-4)
Status of these guidelines (paras. 1-2)
Reporting requirements (paras. 3-4)
2. Subject matter, scope and definitions (paras. 5-9)
Subject matter and scope of application (paras. 5-7)
Addressees (para. 8)
Definitions/taxonomy (para. 9)
3. Implementation (paras. 10-11)
Date of application (para. 10)
Repeal (para. 11)
4. Institutions' stress testing (paras. 12-199)
4.1 Stress testing programme (paras. 12-22)
4.2 Governance aspects of stress testing (paras. 23-32)
4.3 Data infrastructure (paras. 33-46)
4.4 Stress testing scope and coverage (paras. 47-55)
4.5 Proportionality (paras. 56-58)
4.6 Stress testing types (paras. 59-101)
4.7 Individual risk areas (paras. 102-186)
4.8 Application of stress testing programmes (paras. 187-199)
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Final Report - Guidelines on institutions' stress testing (EBA/GL/2018/04)
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Version date: 19 July 2018 - onwards
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