NPF stress testing scenarios updated
30 September 2022
News
The Bank of Russia has updated its mandatory stress testing scenarios for non-governmental pension funds (NPFs), effective from 30 September 2022.
The scenarios have been adjusted considering the current situation in the market. The main changes are related to the dynamics of stock indices, yields on Russian and foreign government bonds, the corporate bond yield spread, and money market rates.
The updated scenarios do not allow for variability in using the values of the main indicators depending on the regulatory easing measures used by a fund.
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