Stress testing in baseline and adverse scenarios

Aufsichtserwartung

Institutions with material climate-related and environmental risks are expected to evaluate the appropriateness of their stress testing, with a view to incorporating them into their baseline and adverse scenarios.

Adressat: Institutions

Fundstelle: Guide on climate-related and environmental risks, Expectation 11

Quelldokument

• Guide on climate-related and environmental risks - Supervisory expectations relating to risk management and disclosure (November 2020)