291. The table below presents a non-exhaustive list of supervisory measures that competent …

The table below presents a non-exhaustive list of supervisory measures that competent authorities may take in case of identified deficiencies in the institution’s IRRBB and CSRBB management framework. Competent authorities should decide on the type of the measure based on its effectiveness to the specific identified deficiency. Competent authorities may apply additional supervisory measures (including quantitative measures in accordance with Article 104(1)(a) of the Directive 2013/36/EU) or a combination of them if these are deemed more appropriate to address the identified deficiencies.

Table 13. Potential and non-exhaustive supervisory measures for IRRBB and CSRBB Potential supervisory measures for competent authorities in accordance with Article 104(1), points (b), (d), (e), (f), (j), and (l) and Article 84(3) of Directive 2013/36/EU – Competent authorities may require the institution to: A. enhance their stress testing capacity; B. enhance the reporting of IRRBB management information to the management body and senior management; C. apply variations to internal limits to reduce the risk inherent in activities, products and systems; D. provide additional or more frequent reporting of the institutions’ IRRBB positions; E. use the standardised methodology for IRRBB; F. specify modelling and parametric assumptions, other than those identified by the EBA RTS (in accordance with the last paragraph of Article 98(5) of Directive 2013/36/EU.

1. Oversigt

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

3. Relaterede standarder

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