Book traversal links for 6.4. Scenario Assumptions
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.