+54. The monitoring systems should as a minimum be based on information and data reported to the …

54. The monitoring systems should as a minimum be based on information and data reported to the …

The monitoring systems should as a minimum be based on information and data reported to the competent authorities and may include the EBA dashboards or indicators. Monitoring systems should include at least the following institution-specific indicators:

  • a. indicators related to the institution’s business model analysis (see Title 4), internal governance and controls (see Title 5), risks to capital (see Title 6) and risks to liquidity and funding (see Title 8); indicators for risk of excessive leverage (see Title 7) and indicators deduced from the application of Regulation (EU) 2022/2554;
  • b. all the ratios derived from the application of Regulation (EU) 575/2013 and from the national law implementing Directive 2013/36/EU for calculating the minimum prudential requirements (e.g. Core Tier 1 - CET1, liquidity coverage ratio - LCR, net stable funding ratio
  • - NSFR, Leverage ratio);
  • c. the minimum requirements for own funds and eligible liabilities (MREL) as specified by Directive 2014/59/EU;
  • d. relevant market-based indicators (e.g. equity price, credit default swap - CDS spreads, bond spreads);
  • e. where applicable24 , and particularly in case of idiosyncratic or systemic events, recovery indicators used in the institution’s own recovery plans;
  • f. where available, indicators based on quantitative or qualitative information from reporting provided to competent authorities that may point to ML/TF risk.

24 If not waived in the context of simplified obligations as determined in article 4 of Directive 2014/59/EU of the European Parliament and of the Council of 15 May 2014 establishing a framework for the recovery and resolution of credit institutions and investment firms and amending Council Directive 82/891/EEC, and Directives 2001/24/EC, 2002/47/EC, 2004/25/EC, 2005/56/EC, 2007/36/EC, 2011/35/EU, 2012/30/EU and 2013/36/EU, and Regulations (EU) No 1093/2010 and (EU) No 648/2012, of the European Parliament and of the Council (OJL L 173, 12.6.2014, p. 190, ELI: http://data.europa.eu/eli/dir/2014/59/oj).

1. Übersicht

,

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/