IFRS 9 IMPLEMENTATION BY EU INSTITUTIONS
COVID-19 scenarios used for internal stress testing 86 Figure 67. EBA stress-test scenarios vs IFRS 9 scenarios 86 Figure 68. Internal stress-test scenarios vs IFRS 9 scenario 86 Figure 69. Severity of scenarios: IFRS 9 vs internal ST 87 Figure 70. Update of FLI used to calculate ECL 88 Figure 71. Sensitivity analysis: risk factors vs impact on ...
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