2. Stress-Testing Under Pillar 2
| No: 42012157 | Date(g): 17/10/2020 | Date(h): 1/3/1442 |
Effective from 2020-10-17 - Aug 30 2021
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Under the Supervisory Review Process, SAMA will initially review the Pillar 1 stress-testing requirement for LCR and NSFR. SAMA will also assess stress-testing under Pillar 2 with specific reference to detailed Contingency Funding Plan (CFP). Some of the scenarios which can be used are: