CEBS seeks comments on stress testing
The Committee of European Banking Supervisors (CEBS) has begun a consultation on technical guidance for stress testing under the Capital Requirements Directive (CRD). CP12 will aim to provide additional technical guidance to regulators, and complements the guidelines on the supervisory review process issued at the beginning of this year.
CEBS noted that large and complex institutions already use stress testing, and that “on the whole, the use of a broad range of stress tests as a complement to existing risk management tools is currently widespread.” However, while the use of stress testing for market risk is, to a certain extent, already addressed by firms, there are few arrangements in place to test for credit or liquidity risk, and some small institutions have no stress testing arrangements at all.
The committee has provided
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