ST-1.7.4
(a) Description of the risks, exposures and entities covered;
(b) Description of the scenarios and the rationale for it;
(c) Prevailing and projected macro-economic conditions as well as justifications for assumptions used;
(d) Description of the methodologies used including justifications for any material changes to the previous methodologies adopted;
(e) Impact on the profitability, capital adequacy, and liquidity as well as on all material risk indicators; both absolute amounts and key financial ratios must be reported;
(f) Description of management actions that have been considered and an assessment of their reasonableness;
(g) Assessment on areas of vulnerability and the associated risk factors. The assessment must be at a sufficient level of granularity to provide a meaningful understanding of the vulnerable areas (for instance, business line, geographical sectors, economic sectors or sub-sectors, market segments, borrower groups) and the causes of stressed losses;
(h) Extract of minutes of the Board and/or any other related subcommittee meetings on the deliberation on the stress tests and reverse stress test results; and
(i) Assessment and results of independent reviews, where such review has been conducted.
July 2018