SPM-NGL

Current

IC-5 Stress-testing

Issue Date:

13 Apr 2026

IC-5.pdf (428.6 KB)

Topic:

Internal Controls - Others

Group: All Authorized Institutions

• Directly related Document
• Cross referenced Document
• Version History
• Superseded Document

Directly related Document

• CIR

  Current

  13 Apr 2026

  Revised Supervisory Policy Manual (SPM) Module IC-5 on “Stress-testing”

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  23 Dec 2025

  IR-1 Interest Rate Risk in the Banking Book
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  11 Apr 2025

  CR-G-7 Collateral and Guarantees
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  10 Apr 2025

  GL Glossary
• SPM

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  17 Jan 2025

  IN Introduction
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  Current

  25 Jul 2022

  OR-1 Operational Risk Management
• COP

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  22 Jul 2022

  Resolution Planning – Liquidity and Funding in Resolution
• SPM-NGL

  Current

  31 May 2022

  OR-2 Operational Resilience
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  Current

  18 Jan 2022

  TA-2 Foreign Exchange Risk Management
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  Current

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  Current

  19 Jun 2020

  RE-1 Recovery Planning
• SPM-NGL

  Current

  03 Jul 2018

  CR-G-13 Counterparty Credit Risk Management
• SPM-SGL

  Current

  06 Oct 2017

  IC-1 Risk Management Framework
• SPM-SGL

  Current

  25 Nov 2016

  LM-2 Sound Systems and Controls for Liquidity Risk Management
• SPM-NGL

  Current

  30 Jun 2016

  CR-G-12 Credit risk transfer activities
• SPM-NGL

  Current

  17 Dec 2008

  RR-1 Reputation Risk Management
• SPM-NGL

  Current

  12 Dec 2007

  SR-1 Strategic Risk Management
• SPM-NGL

  Current

  23 Nov 2001

  CR-G-5 Country Risk Management
• SPM-SGL

  Current

  19 Jan 2001

  CR-G-3 Credit Administration, Measurement and Monitoring
• SPM-SGL

  Current

  19 Jan 2001

  CR-G-1 General Principles Of Credit Risk Management

• SPM-NGL

  Archive

  09 May 2012

  IC-5 Stress-testing V2
• SPM-NGL

  Archive

  28 Feb 2003

  IC-5 Stress-testing V1

Directly related Document

• CIR

  Current

  13 Apr 2026

  Revised Supervisory Policy Manual (SPM) Module IC-5 on “Stress-testing”

Cross referenced Document

• SPM-NGL

  Current

  23 Dec 2025

  IR-1 Interest Rate Risk in the Banking Book
• SPM-SGL

  Current

  19 Dec 2025

  CR-G-8 Large Exposures and Risk Concentrations
• SPM-SGL

  Current

  19 Dec 2025

  MR-1 Market Risk Capital Charge
• SPM-SGL

  Current

  19 Dec 2025

  CA-G-5 Supervisory Review Process
• SPM-SGL

  Current

  18 Jul 2025

  CA-G-4 Validating Risk Rating Systems under the IRB Approach
• SPM-NGL

  Current

  11 Apr 2025

  CR-G-7 Collateral and Guarantees
• SPM

  Current

  10 Apr 2025

  GL Glossary
• SPM

  Current

  17 Jan 2025

  IN Introduction
• SPM-NGL

  Current

  25 Jul 2022

  OR-1 Operational Risk Management
• COP

  Current

  22 Jul 2022

  Resolution Planning – Liquidity and Funding in Resolution
• SPM-NGL

  Current

  31 May 2022

  OR-2 Operational Resilience
• SPM-NGL

  Current

  18 Jan 2022

  TA-2 Foreign Exchange Risk Management
• SPM-NGL

  Current

  30 Dec 2021

  GS-1 Climate Risk Management
• SPM-SGL

  Current

  19 Jun 2020

  RE-1 Recovery Planning
• SPM-NGL

  Current

  03 Jul 2018

  CR-G-13 Counterparty Credit Risk Management
• SPM-SGL

  Current

  06 Oct 2017

  IC-1 Risk Management Framework
• SPM-SGL

  Current

  25 Nov 2016

  LM-2 Sound Systems and Controls for Liquidity Risk Management
• SPM-NGL

  Current

  30 Jun 2016

  CR-G-12 Credit risk transfer activities
• SPM-NGL

  Current

  17 Dec 2008

  RR-1 Reputation Risk Management
• SPM-NGL

  Current

  12 Dec 2007

  SR-1 Strategic Risk Management
• SPM-NGL

  Current

  23 Nov 2001

  CR-G-5 Country Risk Management
• SPM-SGL

  Current

  19 Jan 2001

  CR-G-3 Credit Administration, Measurement and Monitoring
• SPM-SGL

  Current

  19 Jan 2001

  CR-G-1 General Principles Of Credit Risk Management

Version History

• SPM-NGL

  Archive

  09 May 2012

  IC-5 Stress-testing V2
• SPM-NGL

  Archive

  28 Feb 2003

  IC-5 Stress-testing V1

Superseded Document

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