+categories assessment areas

categories assessment areas

The risk of loss due to changes in For immovable properties owned

the market value of real estate Real estate risk own assets or of financial instruments linked to real estate assets	• The risk of decline in the value of the institution’s real estate by an institution Regulation (EU) investments 575/2013: • Where relevant, the value of financial instruments linked to real estate Article 134(1) - SA assets (e.g. real estate investment trusts, REITs) Article 156 - IRB • Dilution risk for all credit portfolios for which the IRB approach is not adopted, and for those whose dilution risk is deemed immaterial from a portfolio perspective • How exposures that are immaterial within each portfolio or exposure class are factored in the institution’s aggregate dilution risk assessment • Where relevant, whether the risk assessment of exposures to dilution
Dilution risk Article 4 (53) of the CRR	risk in the acquiring business for merchant payment systems (for example, in the portfolio of contingent liabilities for chargeback positions) is appropriate and based upon a consistent segmentation of the underlying positions in accordance with their key contractual features – i.e. the nature of underlying sales transactions, the timing of processed payments, and the application of standard risk mitigation mechanisms. • Monitor whether the institution continues to fulfil the minimum
Model risk (for regulatory Article 4(1), point (52b) of the CRR approved models)	requirements and ensure that related own funds requirements are not underestimated Directive 2013/36/EU: Article 3 • The assessment may be based on the insights gained in other supervisory actions, including those carried out in accordance with Article 101 of Directive 2013/36/EU

1. Übersicht

,

Bezeichnung	Regulierung

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen
Quelle	Anforderung

3. Zugehörige Standards

Standards
Quelle	Anforderung

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