Commission Delegated Regulation (EU) No 153/2013 Article 60

The time horizons

Article 60

1. The time horizons used for stress tests shall be defined in accordance with Chapter VII and shall include forward-looking extreme but plausible market conditions. 2. The historical time horizons used for back tests shall include data from at minimum the most recent year or as long as a CCP has been clearing the relevant financial instrument if that is less than a year.

Read the full instrument → · Read this in context: SECTION 9 — Time horizons used when performing tests →

Compiled from an official source version. Later amendments or repeals may not be reflected; the official text prevails. · Read the official text ↗ · Data as of 2026-07-04

CitationArticle 60 of Commission Delegated Regulation (EU) No 153/2013 (LawPlayer, data as of 2026-07-04)

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