Revised Guidelines on Stress Testing (GL 32)

status: Final and translated into the EU official languages

These guidelines will assist institutions in understanding supervisory expectations of appropriate stress testing governance and infrastructure, and also cover the use of stress testing as a risk management tool. They provide high level guidance on how Stress Test could be conducted by institutions and assessed by supervisors, namely concerning desirable features relating to the scope, calibration, frequency, documentation or risks covered.

Press Release