Use of models
Stress testing
The Stress Testing Guideline sets out the AMF’s expectations for ensuring that financial institutions implement a stress testing program to identify the sources, types and scope of risks to which they are exposed, thereby improving risk management practices, decision-making and preparation for dealing with difficult market conditions.
Risk Data Aggregation and Risk Disclosure
The Risk Data Aggregation and Risk Disclosure Guideline sets out the AMF’s expectations for strengthening financial institutions’ ability to aggregate their material risk data and, with respect to their risk tolerance and risk appetite, ensure good practices for disclosure to stakeholders.