+30. On evidencing the implementation of the scope, the general objectives and the main assumptions …
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30. On evidencing the implementation of the scope, the general objectives and the main assumptions …
On evidencing the implementation of the scope, the general objectives and the main assumptions underlying ICAAP, competent authorities should ensure that they receive from institutions the following: - a. list of risk categories and sub-categories covered by ICAAP, including their definitions and perimeter of individual risk categories;
- b. explanations of the differences between the risks covered by ICAAP and the risk appetite framework, where the scope of risks covered is different.
- c. description of any deviations in the ICAAP process and in the key assumptions within the group and the entities of the group, where appropriate.
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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