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6.4. Scenario Assumptions

No: 60697.BCS. 28747 Date(g): 23/11/2011 | Date(h): 27/12/1432 Status: In-Force

The results of stress tests and their interpretation is influenced by the underlying assumptions of stress testing. Therefore, banks should clearly outline the assumption made in drawing-up the list of relevant risk factors, determining the magnitude of shocks and the development of scenarios.