+6. ICAAP-specific information
---+6.1 Information on the overall ICAAP framework
------+29. On the scope, the general objectives and the main assumptions underlying ICAAP, competent …
------+30. On evidencing the implementation of the scope, the general objectives and the main assumptions …
---+6.2 Information on risk measurement, assessment and aggregation
------+31. On risk measurement, assessment and aggregation methodologies used within ICAAP, competent …
------+32. On evidencing the implementation of the ICAAP risk measurement, assessment and aggregation …
---+6.3 Information on internal capital and capital allocation
------+33. On internal capital definition and the capital allocation used within ICAAP, competent …
------+34. On evidencing the full implementation of the internal capital definition and the capital …
---+6.4 Information on capital planning
------+35. On capital planning, competent authorities should ensure that they receive from institutions …
------+36. On evidencing the full implementation of the capital planning, competent authorities should …
---+6.5 Information on stress testing in ICAAP
------+37. In addition to the general information on stress testing as specified in Section 5.4, on the …
------+38. On evidencing the full implementation of ICAAP stress tests and their outcomes, competent …
---+6.6 Supporting documentation
------+39. In addition to the information items referred to in Sections 6.1-6.5, competent authorities …
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6. ICAAP-specific information
6. ICAAP-specific information
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA -
EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.
DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.
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