Book traversal links for III. Scenarios and Assumptions
III. Scenarios and Assumptions
No: 60697.BCS. 28747 | Date(g): 23/11/2011 | Date(h): 27/12/1432 | Status: In-Force |
A description of the stress testing scenarios and the underlying assumptions made by the bank for conducting stress tests should be provided in this section. This should be done, inter alia, in the light of guidance provided under Section 6 of the Rules.