Reset to Today

To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004.

Content Options:

Add to favourites

View Options:

More Resources:

External link Handbook Publications

Alternative versions

  1. Point in time
    2014-01-03

IFPRU 4.9 Stress tests

Stress tests used in assessment of capital adequacy

IFPRU 4.9.1GRP

To be satisfied that the credit risk stress test undertaken by a firm under article 177(2) of the EU CRR is meaningful and considers the effects of severe, but plausible, recession scenarios, the FCA would expect the stress test to be based on an economic cycle that is consistent with IFPRU 2.2.73G(1)(b) (see article 177(2) of the EU CRR)