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Article 290 › 6

CRR
REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

It shall apply at least quarterly multifactor stress testing scenarios and assess material non-directional risks including yield curve exposure and basis risks. Multiple-factor stress tests shall, at a minimum, address the following scenarios in which the following occurs: (a) severe economic or market events have occurred; (b) broad market liquidity has decreased significantly; (c) a large financial intermediary is liquidating positions.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04