The PRA has published Supervisory Statement 6/13: Stress testing, scenario analysis and capital planning (SS6/13). In SS6/13, the PRA clarifies how it expects firms to undertake stress testing, scenario analysis and capital planning in accordance with chapter 12 of the Internal Capital Adequacy Assessment rules in the PRA rulebook.
View Stress testing, scenario analysis and capital planning – SS6/13, 19 December 2013