(a) Downgrading all borrowers by one rating class;

(b) Increasing default probabilities by a certain percentage;

(c) Increasing LGD by a certain percentage;

(d) Increasing EAD by a certain percentage for variable credit products (justification: customers are likely to utilize credit lines more heavily in crisis situations, for example);

(e) Assumption of negative credit spread developments (e.g. parallel shifts in term structures of interest rates) for bonds;

(f) Modelling of input factors (e.g. balance sheet indicators).