Large Bank Examination Workshop February 2026

Stress Testing Governance The process is Board-led, with the Board: • Proposing some of the scenarios to be run • Challenging approaches, scenarios and outputs • Approving approaches, scenarios and outputs • Receiving sufficient training to support these objectives

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Critical Success Factors • Clearly define the parameter, i.e., the group on a consolidated level • Identify the variables that have the most effect on target variables • Adequately involve business and senior management at all levels of stress testing

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