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III. Scenarios and Assumptions
No: 60697.BCS. 28747 | Date(g): 23/11/2011 | Date(h): 27/12/1432 |
Effective from Nov 23 2011 - Nov 22 2011
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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.