Encyclopedia
Stress-testing of risks
Risk stress testing — assessment of the potential impact on its financial condition of a number of specified changes in risk factors (stress scenarios), which correspond to exceptional but probable scenarios1.
Federal Law No. 7-FZ dated February 7, 2011 "On Clearing and Clearing Activities", as amended on May 1, 2019, Article 22, paragraph 8 // RSFSR. 2011. No. 7. Page 904. ↩