Contents
2.The two supervisory shock scenarios referred to in Article 98(5), second subparagraph, point (b), of Directive 2013/36/EU shall be the following:
(a)parallel shock up, where there is a parallel upwards shift of the yield curve with the same positive interest rate shocks for all maturities;
(b)parallel shock down, where there is a parallel downwards shift of the yield curve with the same negative interest rate shocks for all maturities.
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