For complex derivative exposures, standard approximations (like Taylor series expansions using delta and gamma) often break down under stress scenarios with large market movements. Therefore, best practice dictates using a full-revaluation approach for these instruments. Trigger levels for contingency capital actions should be set internally with buffers well above minimum regulatory requirements. Regulatory stress tests typically require static or strict balance sheet assumptions, so opportunistically exiting businesses is generally not permitted. Modeling LGD at the aggregate portfolio level lacks the required granularity.