Article 21 - Documentation of the criteria and methods

For the purposes of developing extreme scenarios of future shock, determining the regulatory extreme scenario of future shock, and aggregating the stress scenario risk measures, the set of internal policies referred to in Article 325bi(1), point (e), of Regulation (EU) No 575/2013, shall include documentation of any information necessary to demonstrate that the applicable criteria and methods laid down in this Regulation are complied with, in particular in relation to criteria on the application of choices, assumptions made, conditions, required steps for applying the derogations, and justifications, where applicable.