lexiara

(a)

for each sub-portfolio covered: the characteristics of the models used; a description of stress testing applied to the sub-portfolio; a description of the approaches used for back-testing and validating the accuracy and consistency of the internal models and modelling processes;

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Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.