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ST-1.5.4

The scope of a stress test exercise must reflect the significant activities undertaken by the conventional bank licensee and consider all material risks affecting the bank. The assessment of material risks must include the following major risk categories or activities:

(a) Credit risk;
(b) Market risk;
(c) Interest rate risk in the banking book;
(d) Liquidity risk, including funding liquidity risk;
(e) Operational risk; and
(f) Other material risks.
July 2018