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State Street Bank & Trust

In addition to Institution's stress testing, the paper (art. 190) provides also guidance on the connection of ICAAP and ILAAP stress tests with risk appetite. This is highly welcome as probably some work is still required to ensure full consistency and leverage of each informative basis. Would it be possible to further exploit this concept and provide further guidance on possible criteria to ensure a proper linkage between ICAAP/ILAAP stress testing and risk appetite?
Alessandro Ricci
02033954045