PORTFOLIO STRESS TESTING / REPORT REVIEW

[ ] Starting holdings reconcile to a dated inventory.
[ ] Values use the same reporting currency.
[ ] Included and excluded positions remain visible.
[ ] Scenario units and quote directions are explicit.
[ ] Sensitivities match the instrument and scenario scale.
[ ] Nonlinear or unsupported positions use a separate method.
[ ] Position P/L sums to the reported modeled P/L.
[ ] Contribution denominator is the starting total.
[ ] Full ending value is withheld when value coverage is incomplete.
[ ] Market-value coverage is not claimed as complete risk coverage.
[ ] Income, costs, liquidity, collateral and financing limits are stated.
[ ] No probability is inferred from an illustrative shock.
[ ] Inputs, model version and review decisions are retained.