+РЕГЛАМЕНТ ЗА ИЗПЪЛНЕНИЕ (ЕС) № 710/2014 НА КОМИСИЯТА от 23 юни 2014 година за определяне на технически стандарти за изпълнение по отношение на условията за прилагане на процеса на постигане на съвместно решение относно пруденциалните изисквания съгласно Директива 2013/36/ЕС на Европейския парламент и на Съвета (текст от значение за ЕИП)
---+Preamble: 1
---+ГЛАВА I ПРЕДМЕТ И ОПРЕДЕЛЕНИЯ
------+Член 1 Предмет
---------+Article 1 (a)
---------+Article 1 (b)
------+Член 2 Определения
---------+Член 2 1)
---------+Член 2 2)
---------+Член 2 3)
---------+Член 2 4)
---------+Член 2 5)
---------+Член 2 6)
---------+Член 2 7)
---------+Член 2 8)
---+ГЛАВА II ПРОЦЕС НА ПОСТИГАНЕ НА СЪВМЕСТНО РЕШЕНИЕ
------+Член 3 Планиране на етапите от процеса на постигане на съвместно решение
---------+Член 3 1
---------+Член 3 2
---------+Член 3 3
---------+Член 3 4
---------+Член 3 5
------+Член 4 Участие на други компетентни органи и на компетентни органи на трети държави в процеса на оценка на риска на групата
---------+Член 4 1
---------+Член 4 2
---------+Член 4 3
---------+Член 4 4
------+Член 5 Подготовка на докладите за процеса на надзорен преглед и оценка и на докладите за оценка на ликвидния риск
---------+Член 5 1
---------+Член 5 2
------+Член 6 Подготовка на проекта на доклад за оценка на риска на групата и проекта на доклад за оценка на ликвидния риск на групата
---------+Член 6 1
---------+Член 6 2
---------+Член 6 3
---------+Член 6 4
---------+Член 6 5
---------+Член 6 6
---------+Член 6 7
------+Член 7 Диалог по проекта на доклад за оценка на риска на групата и проекта на доклад за оценка на ликвидния риск на групата
---------+Член 7 1
---------+Член 7 2
---------+Член 7 3
------+Член 8 Финализиране на доклада за оценка на риска на групата и на доклада за оценка на ликвидния риск на групата
---------+Член 8 1
---------+Член 8 2
---------+Член 8 3
---------+Член 8 4
---------+Член 8 5
------+Член 9 Подготовка на приноса към проекта на съвместно решение относно капитала и проекта на съвместно решение относно ликвидността
---------+Член 9 1
---------+Член 9 2
---------+Член 9 3
---------+Член 9 4
---------+Член 9 5
------+Член 10 Подготовка на проекта на съвместно решение относно капитала
---------+Член 10 1
---------+Член 10 2
---------+Член 10 3
---------+Член 10 4
---------+Член 10 5
---------+Член 10 6
------+Член 11 Подготовка на проекта на съвместно решение относно ликвидността
---------+Член 11 1
---------+Член 11 2
---------+Член 11 3
---------+Член 11 4
---------+Член 11 5
------+Член 12 Постигане на съвместното решение относно капитала и на съвместното решение относно ликвидността
---------+Член 12 1
---------+Член 12 2
---------+Член 12 3
------+Член 13 Съобщаване на съвместното решение относно капитала и на съвместното решение относно ликвидността
---------+Член 13 1
---------+Член 13 2
---------+Член 13 3
---------+Член 13 4
------+Член 14 Наблюдаване на прилагането на съвместното решение относно капитала и на съвместното решение относно ликвидността
---------+Член 14 1
---------+Член 14 2
---------+Член 14 3
---------+Член 14 4
---+ГЛАВА III НЕСЪГЛАСИЕ И РЕШЕНИЯ, ВЗЕТИ ПРИ ЛИПСА НА СЪВМЕСТНО РЕШЕНИЕ
------+Член 15 Процес на решение при липса на съвместно решение
---------+Член 15 1
---------+Член 15 2
---------+Член 15 3
---------+Член 15 4
------+Член 16 Съставяне на решенията относно капитала при липса на съвместно решение относно капитала
---------+Член 16 1
---------+Член 16 2
------+Член 17 Съставяне на решенията относно ликвидността при липса на съвместно решение относно ликвидността
---------+Член 17 1
---------+Член 17 2
------+Член 18 Съобщаване на решенията относно капитала и на решенията относно ликвидността при липса на съвместно решение относно капитала или на съвместно решение относно ликвидността
---------+Член 18 1
---------+Член 18 2
---------+Член 18 3
---------+Член 18 4
------+Член 19 Наблюдаване на прилагането на решенията относно капитала и на решенията относно ликвидността при липса на съвместно решение относно капитала или на съвместно решение относно ликвидността
---+ГЛАВА IV АКТУАЛИЗАЦИЯ И ИЗВЪНРЕДНА АКТУАЛИЗАЦИЯ НА СЪВМЕСТНИТЕ РЕШЕНИЯ И НА РЕШЕНИЯТА, ВЗЕТИ ПРИ ЛИПСА НА СЪВМЕСТНИ РЕШЕНИЯ
------+Член 20 Извънредна актуализация на съвместните решения
---------+Член 20 1
---------+Член 20 2
---------+Член 20 3
------+Член 21 Годишна актуализация и извънредна актуализация на решенията, взети при липса на съвместни решения
---------+Член 21 1
---------+Член 21 2
---+ГЛАВА V ЗАКЛЮЧИТЕЛНИ РАЗПОРЕДБИ
------+Член 22
---+ANNEX I SREP REPORT TEMPLATE
---+ANNEX II SREP REPORT TEMPLATE
---+ANNEX III GROUP RISK ASSESSMENT REPORT TEMPLATE
---+ANNEX IV GROUP RISK ASSESSMENT REPORT TEMPLATE
---+ANNEX V LIQUIDITY RISK ASSESSMENT REPORT TEMPLATE
---+ANNEX VI LIQUIDITY RISK ASSESSMENT REPORT TEMPLATE
---+ANNEX VII GROUP LIQUIDITY RISK ASSESSMENT REPORT TEMPLATE
---+ANNEX VIII GROUP LIQUIDITY RISK REPORT TEMPLATE
 English - European Union - Financial Industry - Banking -

РЕГЛАМЕНТ ЗА ИЗПЪЛНЕНИЕ (ЕС) № 710/2014 НА КОМИСИЯТА от 23 юни 2014 година за определяне на технически стандарти за изпълнение по отношение на условията за прилагане на процеса на постигане на съвместно решение относно пруденциалните изисквания съгласно Директива 2013/36/ЕС на Европейския парламент и на Съвета (текст от значение за ЕИП)

РЕГЛАМЕНТ ЗА ИЗПЪЛНЕНИЕ (ЕС) № 710/2014 НА КОМИСИЯТА

от 23 юни 2014 година

за определяне на технически стандарти за изпълнение по отношение на условията за прилагане на процеса на постигане на съвместно решение относно пруденциалните изисквания съгласно Директива 2013/36/ЕС на Европейския парламент и на Съвета

(текст от значение за ЕИП)

1. Преглед

,
Preamble: 1

ЕВРОПЕЙСКАТА КОМИСИЯ,

като взе предвид Договора за функционирането на Европейския съюз,

като взе предвид Директива 2013/36/ЕС на Европейския парламент и на Съвета от 26 юни 2013 година относно достъпа до осъществяването на дейност от кредитните институции и относно пруденциалния надзор върху кредитните институции и инвестиционните посредници, за изменение на Директива 2002/87/ЕО и за отмяна на директиви 2006/48/ЕО и 2006/49/ЕО (1), и по-специално член 113, параграф 5, трета алинея от нея,

като има предвид, че:

(1)

Ефикасният обмен на необходимата информация е от основно значение за постигането на съвместно решение относно адекватността на собствения капитал, надзорните мерки, свързани с надзора върху ликвидността, равнището на ликвидност и капиталовите изисквания, прилагани за всяка институция от дадена група и за групата като цяло.

(2)

С цел да се гарантира последователно прилагане на процеса на постигане на съвместно решение, е важно всяка стъпка да бъде добре определена. Ясният процес също така улеснява обмена на информация, насърчава взаимното разбирателство, развива отношенията между надзорните органи и насърчава ефективния надзор.

(3)

С цел да извърши оценката на риска и оценката на профила на ликвидния риск на група институции, консолидиращият надзорник следва да има общ поглед върху дейностите, извършвани от всички институции в групата, включително от институциите, които извършват дейност извън Съюза. Ето защо следва да бъде насърчавано взаимодействието между компетентните органи в Съюза и надзорните органи на трети държави, с цел да се даде възможност на първите да оценяват рисковете в световен мащаб, пред които е изправена групата.

(4)

От съществено значение е навременното и реалистично планиране на процеса на постигане на съвместно решение. Всеки компетентен орган, който участва в процеса, следва да предоставя навреме необходимата информация на консолидиращия надзорник. С цел да могат индивидуалните оценки да бъдат представени и тълкувани по последователен и единен начин, е необходимо да се въведе общ образец за резултатите от процесите на надзорен преглед и оценка, които са специфични за всяка институция.

(5)

За да се осигурят еднакви условия за прилагане, следва да бъдат определени стъпките, които да се следват при извършването на съвместната оценка на риска и при постигането на съвместното решение, като се отчита фактът, че някои задачи, свързани със съвместната оценка на риска и с процеса на постигане на съвместно решение, може да се провеждат паралелно, а други — последователно.

(6)

За да се улесни постигането на съвместни решения, е важно компетентните органи, които участват в процеса на вземане на решения, да поддържат диалог помежду си, по-специално преди финализирането на докладите за оценка на риска и на съвместните решения.

(7)

Консолидиращият надзорник следва да предоставя на компетентните органи, които участват в процеса, цялата съответна информация, необходима за изготвянето на тяхната индивидуална оценка на риска и за постигането на съвместните решения относно капитала и ликвидността.

(8)

Докладът, съдържащ оценката на риска на групата, е основен документ за компетентните органи, който им позволява да разбират и документират оценката на общия рисков профил на банковата група за целите на постигане на съвместно решение относно адекватността на собствения капитал и нивото на собствения капитал, който групата е длъжна да притежава. Докладът, съдържащ оценката на профила на ликвидния риск на групата, е важен документ за компетентните органи, който им позволява да разбират и документират оценката на общия ликвиден профил на групата. С цел общата оценка на риска и оценката на ликвидния риск на групата да се представят по последователен начин, да се насърчат ползотворните обсъждания между компетентните органи и да се позволи надеждно оценяване на рисковете, свързани с трансгранични банкови групи, за тези доклади следва да бъдат съставени общи образци.

(9)

Като се има предвид, че резултатите от процеса на надзорен преглед и оценка, посочен в член 97 от Директива 2013/36/ЕС, могат да бъдат документирани по различен начин в отделните държави членки в зависимост от прилагането на посочения член в националното законодателство, като същевременно се вземат предвид насоките, издавани от Европейския надзорен орган (Европейския банков орган — ЕБО) в съответствие с член 107, параграф 2 от Директива 2013/36/ЕС, стандартните образци следва да осигурят подходящи формати за съобщаване на констатациите и резултатите от процеса на надзорен преглед за целите на постигането на съвместни решения.

(10)

Нито докладът за оценката на риска на групата, нито докладът, съдържащ оценката на ликвидния риск на групата, следва да бъде ограничен до съвкупността от оценките на отделните компетентни органи. И двата доклада следва да се използват като инструмент за извършване на съвместните оценки на риска на цялата група, като се анализира връзката между елементите в рамките на групата.

(11)

Установяването на ясни процеси по отношение на съдържанието и формулировката на съвместното решение следва да гарантира, че съвместните решения са напълно обосновани и да улесни наблюдението на съвместните решения и тяхното правоприлагане.

(12)

С цел да се изяснят процесите, които трябва да бъдат следвани след постигането на съвместното решение, да се осигури прозрачност във връзка с третирането на резултата от решението и да се улеснят подходящите последващи действия в случай на необходимост, следва да бъдат определени стандарти относно съобщаването на напълно обоснованото съвместно решение и наблюдението на прилагането му.

(13)

Следва да се установи процесът, който да бъде следван при актуализиране на съвместните решения, с цел да се гарантира последователен и прозрачен подход, както и подходящо участие на компетентните органи и съобщаването на резултатите.

(14)

Процесът на постигане на съвместно решение по силата на член 113 от Директива 2013/36/ЕС включва процеса, който да бъде следван, в случай че не е постигнато съвместно решение. С цел да се осигурят еднакви условия на прилагане на този аспект на процеса, формулирането на напълно мотивирани решения и третирането на мненията и резервите, изразени от надзорните органи в приемащата държава, следва да се определят стандарти, включващи графика на вземане на решения при липса на съвместно решение и съобщаването на подробностите във връзка с такива решения.

(15)

Настоящият регламент е изготвен въз основа на проектите на технически стандарти за изпълнение, предадени на Комисията от ЕБО;

(16)

ЕБО проведе открити обществени консултации по проектите на технически стандарти за изпълнение, въз основа на които е изготвен настоящият регламент, анализира свързаните с тях потенциални разходи и ползи и поиска становище от Групата на участниците в банковия сектор, създадена съгласно член 37 от Регламент (ЕС) № 1093/2010 на Европейския парламент и на Съвета (2);

ПРИЕ НАСТОЯЩИЯ РЕГЛАМЕНТ:

Настоящият регламент е задължителен в своята цялост и се прилага пряко във всички държави членки.

Съставено в Брюксел на 23 юни 2014 година.

За Комисията

Председател

José Manuel BARROSO

ГЛАВА I ПРЕДМЕТ И ОПРЕДЕЛЕНИЯ ГЛАВА I ПРЕДМЕТ И ОПРЕДЕЛЕНИЯ
ГЛАВА II ПРОЦЕС НА ПОСТИГАНЕ НА СЪВМЕСТНО РЕШЕНИЕ ГЛАВА II ПРОЦЕС НА ПОСТИГАНЕ НА СЪВМЕСТНО РЕШЕНИЕ
ГЛАВА III НЕСЪГЛАСИЕ И РЕШЕНИЯ, ВЗЕТИ ПРИ ЛИПСА НА СЪВМЕСТНО РЕШЕНИЕ ГЛАВА III НЕСЪГЛАСИЕ И РЕШЕНИЯ, ВЗЕТИ ПРИ ЛИПСА НА СЪВМЕСТНО РЕШЕНИЕ
ГЛАВА IV АКТУАЛИЗАЦИЯ И ИЗВЪНРЕДНА АКТУАЛИЗАЦИЯ НА СЪВМЕСТНИТЕ РЕШЕНИЯ И НА РЕШЕНИЯТА, ВЗЕТИ ПРИ ЛИПСА НА СЪВМЕСТНИ РЕШЕНИЯ ГЛАВА IV АКТУАЛИЗАЦИЯ И ИЗВЪНРЕДНА АКТУАЛИЗАЦИЯ НА СЪВМЕСТНИТЕ РЕШЕНИЯ И НА РЕШЕНИЯТА, ВЗЕТИ ПРИ ЛИПСА НА СЪВМЕСТНИ РЕШЕНИЯ
ГЛАВА V ЗАКЛЮЧИТЕЛНИ РАЗПОРЕДБИ ГЛАВА V ЗАКЛЮЧИТЕЛНИ РАЗПОРЕДБИ
ANNEX I SREP REPORT TEMPLATE

ANNEX I

SREP REPORT TEMPLATE

The SREP report is supplemented with summaries of scores (Table 1) and the capital adequacy assessment (Table 2).

Image 1

Text of image

Institution:

Category of the institution:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (million EUR) at reference date:

Competent authority:

Overall SREP assessment

Overall SREP score (following the capital and liquidity adequacy assessment):

This section should contain a summary of the assessments made in the sections below.

Capital adequacy assessment

Within this section please provide: (1) a summary of the assessment of the capital adequacy; (2) the preliminary proposal for the joint decision, including a statement on the adequacy of own funds at the respective entity level and any required level of own funds in excess of the requirements set out in Chapter Four of Title VII of Directive 2013/36/EU (CRD) and in Regulation (EU) No 575/2013 (CRR); (3) the outlook for next assessment period; and, (4) a description of any other capital-related supervisory measures (1).

Within this section please also describe how SREP capital estimates have been derived and how ICAAP capital estimates have been taken into account, if assessed as reliable.

Liquidity Adequacy Assessment

Within this section please provide: (1) a summary of the assessment of the liquidity adequacy; (2) the proposal for the joint decision, including a statement on the adequacy of liquidity at the respective entity level and any required supervisory measures, where applicable; (3) the outlook for the next assessment period; and, (4) a description of any other supervisory measures to address the deficiencies identified, where applicable.

Depending on the timing of the joint decision on liquidity, this assessment should either mirror the findings summarised in the Liquidity SREP report (see template in Annex 5), or provide an updated assessment.

(1) E.g. dividend restrictions.

Image 2

Text of image

A. Business model analysis (viability and sustainability)

Score:

Within this section please provide: (1) a description of the evolution of the business model, strategy and financial position within the observed period; (2) the supervisory assessment of the viability of the current business model and sustainability of the strategy; and, (3) any relevant supervisory measures, including capital and non-capital supervisory measures.

B. Internal governance arrangements

Score:

Within this section please provide: (1) a description of the evolution of the internal governance framework within the observed period; (2) deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to internal governance requirements; (4) the outlook for the next assessment period; (5) actions to be taken by the institution, and, (6) any relevant supervisory measures, including capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C. Risks to solvency

C.1 Credit and counterparty risk

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.2 Settlement/delivery risk

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.3 Inter-concentration risk

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

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C.4 Market risk

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.5 IRRBB

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.6 Operational risk

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.7 Risk of excessive leverage

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.8 Other risks material to the institution, as applicable (please specify)

Score:

Within this section please provide: (1) a description of the evolution of other identified risks to solvency in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

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D. Risks to liquidity

Overall liquidity risk score:

Within this section please provide: (1) a description of the evolution of liquidity and funding risks in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

Depending on the timing of the joint decision on liquidity, this assessment should either mirror the findings summarised in the Liquidity SREP report (see template in Annex 5), or provide an updated assessment.

Should the assessment of liquidity and funding risks highlight significant issues in relation to funding risk requiring the allocation of capital to mitigate impacts from an increased cost of funding, please describe how it is reflected in the additional own funds requirements, if relevant.

E. Systemic risk

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) the outlook for the next assessment period; and, (3) any supervisory measures, including capital and non-capital supervisory measures.

F. ICAAP review

Within this section please provide: (1) a summary of the findings of the assessment of the reliability of the ICAAP framework and institution’s own quantification of risks and the consequent allocation of appropriate internal capital; (2) a description of the evolution of ICAAP framework in the observed period; (3) deficiencies identified; (4) issues of non-compliance with the CRR and the CRD in relation to the ICAAP; (5) mitigating actions to be taken by the institution; and (6) any relevant supervisory measures, including capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

The section should also have a statement on whether ICAAP estimates are considered reliable and could serve as an input into the assessment of capital adequacy.

G. Inter-risk diversification effects

Taking into account the outcome of the ICAAP assessments and internal capital estimates, and only in case diversification effects are recognised, please provide within this section a description of the impact of diversification effects and define the extent to which benefits from the diversification effects can be taken into account in the determination of capital adequacy.

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H. Stress test outcomes

Within this section please summarise the results and their impact on capital adequacy of institutions own stress tests and their reconciliation with supervisory stress tests, including the explanation of how the stress testing buffer was derived, where applicable.

Other relevant information

Within this section please provide other information deemed relevant by the competent authority for the purposes of the group risk assessment and not provided above.

Quantitative Indicators agreed by the consolidating supervisor and the host EEA competent authorities (pursuant to RTS/ITS on colleges of supervisors)

Please list any quantitative indicators agreed to be shared while developing the joint risk assessment report for the purposes of reaching a joint decision.
ANNEX II SREP REPORT TEMPLATE

ANNEX II

SREP REPORT TEMPLATE

Table 1

Summary of scores

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Institution:

Category of the institution:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (mln EUR) at reference date:

Competent authority:

SREP elements

Score

A.

Business Model (viability and sustainability)

B.

Internal governance arrangements

C.

Risks to solvency

C.1

Credit and counterparty risk

C.2

Settlement / Delivery risk

C.3

Inter-concentration risk

C.4

Market risk

C.5

IRRBB

C.6

Operational risk

C.7

Risk of excessive leverage

C.8

Other risks material to the institution, as applicable (please specify)

C.9

Other risks material to the institution, as applicable (please specify)

D.

Risks to liquidity

[as per the outcome of the Liquidity SREP report]

These scores should be consistent with the respective assessments under the liquidity joint decision. Depending on the timing of the joint decision on liquidity, this assessment should either mirror the findings summarised in the liquidity SREP report, or provide updated assessment.

E.

Systemic risk (risk that institution poses to financial system)

Overall SREP Score

Table 2

Summary of capital adequacy assessment

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Institution:

Category of the institution:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (mln EUR) at reference date:

Competent authority:

SREP elements

Memoranda items

Overall SREP capital requirement/estimate (including supervisory proxy, where applicable) (in mln EUR)

Pillar 1 capital requirements, where applicable (in mln EUR)

ICAAP estimate (in mln EUR)

A.

Business Model (viability and sustainability)

B.

Internal governance arrangements

C.

Risks to solvency (risks and controls)

C.1

Credit and counterparty risk

C.2

Settlement / Delivery risk

C.3

Inter-concentration risk

C.4

Market risk

C.5

IRRBB

C.6

Operational risk

C.7

Risk of excessive leverage

C.8

Other risks material to the institution, as applicable (please specify)

C.9

Other risks material to the institution, as applicable (please specify)

D.

Risks to liquidity — Funding risk (cost of funding perspective)

E.

Systemic risk (risk that institution poses to financial system)

F.

Inter-risk diversification effects

G.

Capital planning / stress test buffer (where applicable)

Capital planning / Stress testing buffer based on the outcomes of ICAAP stress tests, where applicable

Reconciliation of ICAAP stress tests with supervisory stress tests and resulting capital planning / stress testing buffer, where applicable

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H.

SREP capital outcome (preliminary proposal for joint decision discussion)

Overall capital requirement/estimate

Total Pillar 1 capital requirement

Total ICAAP capital estimate

Total SREP capital estimate

Capital adequacy assessment (capital is assessed as adequate/inadequate)

Adequate/Inadequate

Additional own funds requirement

Sum of components or holistic approach (formulated as an amount or ratio, or combination of both)

Memoranda items (values at reference date)

Total own funds (mln EUR) at reference date

Tier 1 own funds (mln EUR) at reference date

Common Equity Tier 1 own funds (mln EUR) at reference date

Total risk weighted assets (mln EUR) at reference date

The own funds requirements applicable in the home Member State in accordance with Article 92 of Regulation (EU) No 575/2013, taking into account any measures adopted or recognised in accordance with Article 458 of that Regulation and the transitional arrangements laid down in Part X of that Regulation

The level of the capital conservation buffer that the institution is required to maintain in accordance with Article 129 of Directive 2013/36/EU

The level of the institution-specific countercyclical capital buffer to be maintained by the institution in accordance with Article 130 of Directive 2013/36/EU

The level of any systemic risk buffer that the institution is required to maintain in accordance with Article 133 of Directive 2013/36/EU

The level of any G-SII buffer or O-SII buffer that the institution is required to maintain in accordance with Article 128(3) and (4) of Directive 2013/36/EU

Any other prudential requirements applicable to the institution, including under Article 103 of Directive 2013/36/EU, macro-prudential measures and recommendations of EBA and ESRB
ANNEX III GROUP RISK ASSESSMENT REPORT TEMPLATE

ANNEX III

GROUP RISK ASSESSMENT REPORT TEMPLATE

The Group risk assessment report shall include as annexes all SREP reports submitted by the relevant competent authorities. The group risk assessment report shall be supplemented with summaries of scores (Table 1) and the capital adequacy assessment (Table 2).

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Group:

Category of the group:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (million EUR) at reference date:

Overall SREP assessment of the Group

Overall SREP score (following the capital and liquidity adequacy assessment):

This section should contain a summary of the assessments made in the sections below,

Capital adequacy assessment

Within this section please provide: (1) a summary of the assessment of the capital adequacy; (2) the proposal for the joint decision, including a statement on the adequacy of own funds at the group level and any required level of own funds in excess of the requirements set out in Chapter Four of Title VII of Directive 2013/36/EU (CRD) and in Regulation (EU) No 575/2013 (CRR); (3) the outlook for the next assessment period; and, (3) a description of any other capital-related supervisory measures (1).

Within this section please also describe how SREP capital estimates have been derived and how ICAAP capital estimates have been taken into account, if assessed as reliable.

Liquidity Adequacy Assessment

Within this section please provide: (1) a summary of the assessment of the liquidity adequacy; (2) the proposal for the joint decision, including a statement on the adequacy of liquidity at the group level and any required supervisory measures, where applicable; (3) the outlook for the next assessment period; and, (4) a description of any other supervisory measures to address the deficiencies identified, where applicable.

Depending on the timing of the joint decision on liquidity, this assessment should either mirror the findings summarised in the Group liquidity risk assessment report (see template in Annex 7), or provide an updated assessment.

(1) E.g. dividend restrictions.

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A. Business model analysis (viability and sustainability)

Score:

Within this section please provide: (1) a description of the evolution of the business model, strategy and financial position within the observed period; (2) the supervisory assessment of the viability of the current business model and sustainability of the strategy; and, (3) any relevant supervisory measures, including capital and non-capital supervisory measures.

B. Internal governance arrangements

Score:

Within this section please provide: (1) a description of the evolution of the internal governance framework within the observed period; (2) deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to internal governance requirements; (4) the outlook for the next assessment period; (5) actions to be taken by the institution, and, (6) any relevant supervisory measures, including capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C. Risks to solvency

C.1 Credit and counterparty risk

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.2 Settlement/delivery risk

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.3 Inter-concentration risk

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

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C.4 Market risk

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.5 IRRBB

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.6 Operational risk

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.7 Risk of excessive leverage

Score:

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.8 Other risks material to the institution, as applicable (please specify)

Score:

Within this section please provide: (1) a description of the evolution of other identified risks to solvency in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

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D. Risks to liquidity

Overall liquidity risk score:

Within this section please provide: (1) a description of the evolution of liquidity and funding risks in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

Depending on the timing of the joint decision on liquidity, this assessment should either mirror the findings summarised in the Group liquidity risk assessment report (see template in Annex 7), or provide an updated assessment.

Should the assessment of liquidity and funding risks highlight significant issues in relation to funding risk requiring the allocation of capital to mitigate impacts from an increased cost of funding, please describe how it is reflected in the additional own funds requirements, if relevant.

E. Systemic risk

Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) the outlook for the next assessment period; and, (3) any supervisory measures, including capital and non-capital supervisory measures.

F. ICAAP review

Within this section please provide: (1) a summary of the findings of the assessment of the reliability of the ICAAP framework and institution’s own quantification of risks and the consequent allocation of appropriate internal capital; (2) a description of the evolution of ICAAP framework in the observed period; (3) deficiencies identified; (4) issues of non-compliance with the CRR and the CRD in relation to the ICAAP; (5) mitigating actions to be taken by the institution; and (6) any relevant supervisory measures, including capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

The section should also have a statement on whether ICAAP estimates are considered reliable and could serve as an input into the assessment of capital adequacy.

G. Inter-risk diversification effects

Taking into account the outcome of the ICAAP assessments and internal capital estimates, and only in case diversification effects are recognised, please provide within this section a description of the impact of diversification effects and define the extent to which benefits from the diversification effects can be taken into account in the determination of capital adequacy.

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H. Stress test outcomes

Within this section please summarise the results and their impact on capital adequacy of institutions own stress tests and their reconciliation with supervisory stress tests, including the explanation of how the stress testing buffer was derived, where applicable.

Other relevant information

Within this section please provide other information deemed relevant by the competent authorities for the purposes of the group risk assessment and not provided above (e.g. information needed to meet requirements of Article 6(5) of this Implementing Regulation.

Quantitative Indicators agreed by the consolidating supervisor and the host EEA competent authorities (pursuant to RTS/ITS on colleges of supervisors)

Please list any quantitative indicators agreed to be shared while developing the joint risk assessment report for the purposes of reaching a joint decision.
ANNEX IV GROUP RISK ASSESSMENT REPORT TEMPLATE

ANNEX IV

GROUP RISK ASSESSMENT REPORT TEMPLATE

Table 1

Summary of scores

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Institution:

Entity X/ Sub-group X

Entity Y / Sub-group Y

Consolidated group

Category of the institution:

Reference date:

Total assets (mln EUR) at reference date:

Competent authority:

SREP elements

Score

Score

Score

A.

Business Model (viability and sustainability)

B.

Internal governance arrangements

C.

Risks to solvency

C.1

Credit and counterparty risk

C.2

Settlement / Delivery risk

C.3

Inter-concentration risk

C.4

Market risk

C.5

IRRBB

C.6

Operational risk

C.7

Risk of excessive leverage

C.8

Other risks material to the institution, as applicable (please specify)

C.9

Other risks material to the institution, as applicable (please specify)

D.

Risks to liquidity

[as per the outcome of the Liquidity SREP report]

[as per the outcome of the Liquidity SREP report]

[as per the outcome of the Liquidity SREP report]

E.

Systemic risk (risk that institution poses to financial system)

Overall SREP Score

Table 2

Summary of capital adequacy assessment

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Institution:

Entity X/ Sub-group X

Entity Y/ Sub-group Y

Consolidated Group

Category of the institution:

Reference date:

Total assets (mln EUR) at reference date:

Competent authority:

SREP elements

Memoranda items

Overall SREP capital requirement/estimate (including supervisory proxy, where applicable) (in mln EUR)

Memoranda items

Overall SREP capital requirement/estimate (including supervisory proxy, where applicable) (in mln EUR)

Memoranda items

Overall SREP capital requirement/estimate (including supervisory proxy, where applicable) (in mln EUR)

Pillar 1 capital requirements, where applicable (in mln EUR)

ICAAP estimate (in mln EUR)

Pillar 1 capital requirements, where applicable (in mln EUR)

ICAAP estimate (in mln EUR)

Pillar 1 capital requirements, where applicable (in mln EUR)

ICAAP estimate (in mln EUR)

A.

Business Model (viability and sustainability)

B.

Internal governance arrangements

C.

Risks to solvency (risks and controls)

C.1

Credit and counterparty risk

C.2

Settlement / Delivery risk

C.3

Inter-concentration risk

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C.4

Market risk

C.5

IRRBB

C.6

Operational risk

C.7

Risk of excessive leverage

C.8

Other risks material to the institution, as applicable (please specify)

C.9

Other risks material to the institution, as applicable (please specify)

D.

Risks to liquidity — Funding risk (cost of funding perspective)

E.

Systemic risk (risk that institution poses to financial system)

F.

Inter-risk diversification effects

G.

Capital planning / stress test buffer (where applicable)

Capital planning / Stress testing buffer based on the outcomes of ICAAP stress tests, where applicable

Reconciliation of ICAAP stress tests with supervisory stress tests and resulting capital planning / stress testing buffer, where applicable

Capital planning / Stress testing buffer based on the outcomes of ICAAP stress tests, where applicable

Reconciliation of ICAAP stress tests with supervisory stress tests and resulting capital planning / stress testing buffer, where applicable

Capital planning / Stress testing buffer based on the outcomes of ICAAP stress tests, where applicable

Reconciliation of ICAAP stress tests with supervisory stress tests and resulting capital planning / stress testing buffer, where applicable

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H.

SREP capital outcome (preliminary proposal for joint decision discussion)

Overall capital requirement/estimate

Total Pillar 1 capital requirement

Total ICAAP capital estimate

Total SREP capital estimate

Total Pillar 1 capital requirement

Total ICAAP capital estimate

Total SREP capital estimate

Total Pillar 1 capital requirement

Total ICAAP capital estimate

Total SREP capital estimate

Capital adequacy assessment (capital is assessed as adequate/inadequate)

Adequate/Inadequate

Adequate/Inadequate

Adequate/Inadequate

Additional own funds requirement

Sum of components or holistic approach (formulated as an amount or ratio, or combination of both)

Sum of components or holistic approach (formulated as an amount or ratio, or combination of both)

Sum of components or holistic approach (formulated as an amount or ratio, or combination of both)

I.

Diversification effects, including intra-group (-)

Intra-group concentration (+)

Intra-group support arrangements (-)

Other intra-group items (+/-)

J.

Joint decision outcome (based on preliminary proposal (H), reflecting impact of intra-group items, and results of the dialogue between competent authorities)

Overall capital requirement/estimate

Total SREP capital estimate

Total SREP capital estimate

Total SREP capital estimate

Capital adequacy assessment (capital is assessed as adequate/inadequate)

Adequate/Inadequate

Adequate/Inadequate

Adequate/Inadequate

Additional own funds requirement

Sum of components or holistic approach (formulated as an amount or ratio, or combination of both)

Sum of components or holistic approach (formulated as an amount or ratio, or combination of both)

Sum of components or holistic approach (formulated as an amount or ratio, or combination of both)

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Memoranda items (values at reference date)

Total own funds (mln EUR) at reference date

Tier 1 own funds (mln EUR) at reference date

Common Equity Tier 1 own funds (mln EUR) at reference date

Total risk weighted assets (mln EUR) at reference date

The own funds requirements applicable in the home Member State in accordance with Article 92 of Regulation (EU) No 575/2013 taking into account any measures adopted or recognised under Article 458 of that Regulation and the transitional arrangements under Part X of that Regulation

The level of the capital conservation buffer required to be maintained by the institution in accordance with Article 129 of Directive 2013/36/EU

The level of the institution-specific countercyclical capital buffer to be maintained by the institution in accordance with Article 130 of Directive 2013/36/EU

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The level of the systemic risk buffer to be maintained by the institution, if applicable, in accordance with Article 133 of Directive 2013/36/EU

The level of the any G-SII buffer or O-SII buffer, as defined in paragraphs (3) and (4) respectively of Article 128 of Directive 2013/36/EU, to be held by the institution

Any other prudential requirements applicable to the institution, including under Article 103 of Directive 2013/36/EU, macro-prudential measures and recommendations of EBA and ESRB
ANNEX V LIQUIDITY RISK ASSESSMENT REPORT TEMPLATE

ANNEX V

LIQUIDITY RISK ASSESSMENT REPORT TEMPLATE

Liquidity risk assessment report is supplemented with summary of scores (Table 1) and overall liquidity assessment (Table 2).

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Institution:

Category of the institution:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (million EUR) at reference date:

Competent authority:

Overall Assessment of Liquidity Risk in SREP

Overall liquidity risk Score :

This section should contain a summary of the individual assessments below.

Liquidity Adequacy Assessment

Within this section please provide: (1) a summary of the assessment of the liquidity adequacy; (2) the proposal for the joint decision, including a statement on the adequacy of liquidity at the respective entity level and any supervisory measures, where applicable, to address significant matters and material findings; and, (3) the outlook for the next assessment period.

A. Assessment of liquidity risk

Score:

Within this section please provide: (1) a description of the evolution of liquidity risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures to address the deficiencies and non-compliance issues.

B. Assessment of funding risk

Score:

Within this section please provide: (1) a description of the evolution of funding risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures to address the deficiencies and non-compliance issues.

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C. Assessment of liquidity and funding risk management

Score:

Within this section please provide: (1) a description of the evolution of liquidity and funding risk management in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures to address the deficiencies and non-compliance issues.

Other relevant information

Within this section please provide other information deemed relevant by the competent authority for the purposes of the group risk assessment and not provided above.
ANNEX VI LIQUIDITY RISK ASSESSMENT REPORT TEMPLATE

ANNEX VI

LIQUIDITY RISK ASSESSMENT REPORT TEMPLATE

Table 1

Summary of scores

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Institution:

Category of the institution:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (mln EUR) at reference date:

Competent authority:

Liquidity elements in SREP

Score

A.

Liquidity risk

B.

Funding risk

C.

Liquidity and funding risk management

E. Overall liquidity risk score

Table 2

Summary of capital adequacy assessment

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Institution:

Category of the institution:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (mln EUR) at reference date:

Competent authority:

Liquidity elements in SREP

Outcome of liquidity risk assessment

(in mln euros or ratio or narrative information on measures)

A.

Liquidity adequacy assessment

Adequate/Inadequate

B.

Proposal for joint decision - Quantitative measures (Articles 104 and 105)

Specific liquidity buffer requirements [To be specified in terms of LCR eligible assets post-introduction of LCR as a standard (optional before)]

Specific stable funding requirements [To be specified on NSFR definition post-NSFR introduced as a standard (optional before)]

Other quantitative restrictions/requirements

D

Proposal for joint decision — Qualitative measures (Articles 104 and 105)

Memoranda items (values at reference date)

Actual LCR ratio or any other equivalent domestic ratio (until LCR implementation in CRR)

Actual NSFR ratio or any other equivalent domestic ratio (until NSFR implementation in CRR)

LCR buffer requirement, if any ('Pillar 1')

NSFR stable funding requirement, if any ('Pillar 1')

Any other prudential requirements applicable to the institution, including under Article 103 of Directive 2013/36/EU, macro-prudential measures and recommendations of EBA and ESRB
ANNEX VII GROUP LIQUIDITY RISK ASSESSMENT REPORT TEMPLATE

ANNEX VII

GROUP LIQUIDITY RISK ASSESSMENT REPORT TEMPLATE

The Group liquidity risk assessment report includes as annexes all liquidity risk assessment reports submitted by the relevant competent authorities. The group risk assessment report is supplemented with summaries of scores (Table 1) and liquidity adequacy assessment (Table 2).

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Group:

Category of the group:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (million EUR) at reference date:

Overall Assessment of Liquidity Risk in SREP

Overall liquidity risk Score :

This section should contain a summary of the individual assessments below.

Liquidity Adequacy Assessment

Within this section please provide: (1) a summary of the assessment of the liquidity adequacy; (2) the proposal for the joint decision, including a statement on the adequacy of liquidity at the group level and any supervisory measures, where applicable, to address significant matters and material findings; and, (3) the outlook for the next assessment period.

A. Assessment of liquidity risk

Score:

Within this section please provide: (1) a description of the evolution of liquidity risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures to address the deficiencies and non-compliance issues.

B. Assessment of funding risk

Score:

Within this section please provide: (1) a description of the evolution of funding risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures to address the deficiencies and non-compliance issues.

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C. Assessment of liquidity and funding risk management

Score:

Within this section please provide: (1) a description of the evolution of liquidity and funding risk management in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures to address the deficiencies and non-compliance issues.

Other relevant information

Within this section please provide other information deemed relevant by the competent authorities for the purposes of the group risk assessment and not provided above (e.g. information needed to meet requirements of Article 6(5) of this Implementing Regulation
ANNEX VIII GROUP LIQUIDITY RISK REPORT TEMPLATE

ANNEX VIII

GROUP LIQUIDITY RISK REPORT TEMPLATE

Table 1

Summary of scores

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Institution:

Entity X/ Sub-group X

Entity Y/ Sub-group Y

Consolidated group

Category of the institution:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (mln EUR) at reference date:

Competent authority:

Liquidity elements in SREP

Score

Score

Score

A.

Liquidity risk

B.

Funding risk

C.

Liquidity and funding risk management

E. Overall liquidity risk score

Table 2

Summary of liquidity assessment

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Institution:

Entity X/ Sub-group X

Entity Y/ Sub-group Y

Consolidated group

Category of the institution:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (mln EUR) at reference date:

Competent authority:

Liquidity elements in SREP

Outcome of liquidity risk assessment

Outcome of liquidity risk assessment

Outcome of liquidity risk assessment

(in mln Euros or ratio or narrative information on measures]

(in mln Euros or ratio or narrative information on measures]

(in mln Euros or ratio or narrative information on measures]

A.

Liquidity adequacy assessment

Adequate/Inadequate

Adequate/Inadequate

Adequate/Inadequate

B.

Proposal for joint decision - Quantitative measures (Articles 104 and 105)

Specific liquidity buffer requirements [To be specified in terms of LCR eligible assets post-introduction of LCR as a standard (optional before)]

Specific stable funding requirements [To be specified on NSFR definition post-NSFR introduced as a standard (optional before)]

Other quantitative restrictions/requirements

D

Proposal for joint decision — Qualitative measures (Articles 104 and 105)

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Memoranda items (values at reference date)

Actual LCR ratio or any other equivalent domestic ratio (until LCR implementation in CRR)

Actual NSFR ratio or any other equivalent domestic ratio (until NSFR implementation in CRR)

LCR buffer requirement, if any ('Pillar 1')

NSFR stable funding requirement, if any ('Pillar 1')

Any other prudential requirements applicable to the institution, including under Article 103 of Directive 2013/36/EU, macro-prudential measures and recommendations of EBA and ESRB

1.1 Препратки

1.2 Идентифицирани изисквания

1.3 Свързани стандарти

2. Идентифицирани изисквания

Изисквания

3. Свързани стандарти

Стандарти

Свързани задачи

Връзки
is related to Imported: Durchführungsverordnung (EU) Nr. 710/2014 (ITS gemeinsame Entscheidungen zu institutsspezifischen Aufsichtsanforderungen) (CELEX:32014R0710)
is related to Assignments added: Durchführungsverordnung (EU) Nr. 710/2014 (ITS gemeinsame Entscheidungen zu institutsspezifischen Aufsichtsanforderungen) (CELEX:32014R0710) – 1 assignments
is related to New version: Durchführungsverordnung (EU) Nr. 710/2014 (ITS gemeinsame Entscheidungen zu institutsspezifischen Aufsichtsanforderungen) (CELEX:32014R0710) – 8 new, 0 changed, 0 removed