276. To determine the scope of the CSRBB assessment, competent authorities should first identify …

To determine the scope of the CSRBB assessment, competent authorities should first identify the sources of CSRBB to which the institution is or might be exposed and if there have been any significant changes. As part of this, competent authorities should have regard to the institution’s governance of credit spread risk, including its CSRBB strategy and its risk appetite in relation to CSRBB, and the treatment of CSRBB within the ICAAP context.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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  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.