+148. While the types of reports prepared for the management body or its delegates will vary based …

148. While the types of reports prepared for the management body or its delegates will vary based …

While the types of reports prepared for the management body or its delegates will vary based on the institution’s portfolio composition, they should include, taking into account paragraphs 146 and 147, the following:

(a) Summaries of the institution’s aggregate CSRBB exposures in terms of the different CSRBB measures. Assets, liabilities and off-balance-sheet exposures and strategies that are driving the level and direction of CSRBB should be identified and explained; and
(b) Key modelling assumptions.

1. Overview

Summary	Regulation

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.