PIB 7.2.5

In order to carry out effectively the stress testing requirements specified in PIB Rule 7.2.2, an Authorised Firm must include appropriate scenarios into its stress testing programmes for measuring its vulnerability to loss arising from the impact of adverse interest rate movements on its Non-Trading Book structure.

Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]