Content Keyword: Stress test

10 Results

  • Circular CSSF
    Document date: 11 December 2020

    Circular CSSF 20/762 (only in French)

    Update of Circular CSSF 08/338, as amended by Circular CSSF 16/642, on the implementation of a stress test in order to assess the interest rate risk arising from non-trading book activities, following the adoption of the guidelines of the European Banking Authority (EBA) on the management of interest rate risk arising from non-trading book activities (EBA/GL/2018/02)

  • Circular CSSF
    Document date: 23 October 2020

    Circular CSSF 20/753

    Amendment of Circular CSSF 07/301, as amended by Circulars CSSF 08/338, CSSF 09/403, CSSF 11/506 and CSSF 13/568 on the implementation of the internal capital and liquidity adequacy assessment process (ICAAP and ILAAP) and of Circular CSSF 11/506 on principles of a sound stress testing programme