Reverse Stress Testing

Mon, 03 May 2010
Written by Alvin Abraham

The new reverse stress testing guidelines (Policy Statement 09/20) was published by the FSA in December 2009. All BIPRU firms (excluding certain BIPRU investment firms) must comply with the new guidelines by 14th December 2010.

 

External links:-

1) FSA reverse stress testing policy statement

2) FSA Q&A on reverse stress testing