248. As part of credit risk monitoring and reporting, institutions should identify the relevant …

As part of credit risk monitoring and reporting, institutions should identify the relevant drivers of its aggregate credit risk as well as the credit risk in its portfolios and sub-portfolios, taking into account macroeconomic (including demographic) factors and the fact that credit risk drivers may change over time. Credit risk drivers should be measured, analysed and monitored, and the credit risk management function should report regularly the outcome of the analysis to the management body.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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