Regulatory Alerts2017-01-30
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Instruction 02-2017 of January 30 on Stress Tests
The Bank of Angola issued Instruction 02-2017 to mandate stress testing for financial institutions to ensure effective risk management, solvency, and liquidity. The directive defines key risk categories, assigns administrative responsibilities, and requires institutions to conduct sensitivity, reverse, and scenario analyses based on their size and complexity. It further establishes methodological standards, including a minimum three-year horizon for scenario analysis and the inclusion of severe economic downturn scenarios.
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