LSI Supervisory Stress Test
DNB executes a supervisory stress test (SST) for Less Significant Institutions (LSIs) as part of the Supervisory Review & Evaluation Process (SREP) cycle.
DNB uses available data from regulatory reporting like Common Reporting (COREP, including the Interest rate risk in the banking book (IRRBB) templates) and Financial Reporting (FINREP), but also requests bank-specific credit risk data.
The documents below contain:
- The template for the LSI SST-specific credit risk data request expected to be used in the 2026 LSI SST exercise. Please note that the 2026 template is aligned with the new regulatory requirements in CRR3 and thus differs significantly from the template used for the 2025 LSI SST exercise.
- An instructions document on how to fill the above template.