CM-1.4.19
Stress tests are to be performed by adjusting the parameters and then recalculating credit losses, for example:
(a) Unfavourable changes (increases/decreases, depending on portfolio composition) in the underlying profit rate by a certain number of basis points; and
(b) Unfavourable changes (increases/decreases, depending on portfolio composition) in crucial exchange rates by a certain percentage.
Added: June 2022