Systemic Risk Buffers and Pillar 2A in stress test hurdle rates

In ‘Key elements of the 2018 stress test’ March 2018, the Bank of England noted its intention to change the way hurdle rates are calculated in the annual stress test in four ways. This statement provides further specific details on two of these changes.
Published on 12 July 2018
PDFSystemic Risk Buffers and Pillar 2A in stress test hurdle rates

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