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I. Stress testing Framework

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

Salient features of the stress testing framework adopted by the bank should be described in this section. This would include, inter alia, a description of the organizational structure for conducting stress tests, composition of the stress testing team and their responsibilities, nature and frequency of stress tests, coverage of the portfolio, etc.