31. The credit risk appetite should be implemented with the support of appropriate credit risk …

The credit risk appetite should be implemented with the support of appropriate credit risk metrics and limits. These metrics and limits should cover key aspects of the credit risk appetite, as well as client segments, currency, collateral types and credit risk mitigation instruments. When relevant, credit metrics should be a combination of backward-looking and forward-looking indicators and should be tailored to the business model and complexity of the institution.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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