Conversion of risk categories
Scenario 1 : Where a competent authorities are categorising its subjects of assessment and sectors within three risk categories, they should apply the approach set out in Table 1 when asked to convert the risk categories into four categories as suggested by these guidelines. Competent authority’s risk categories Risk categories suggested in these guidelines | Medium | Low risk → Less significant risk risk → Moderately significant risk High risk → Very significant risk |
Scenario 2 : Where competent authorities are categorising their subjects of assessment and sectors in five risk categories, they should apply the approach set out in Table 2 when asked to convert the risk categories into four categories as suggested by these guidelines. Competent authority’s risk categories Risk categories suggested in these guidelines | Medium Medium | Low risk → Less significant risk low risk → Less significant risk high risk → Moderately significant risk High risk → Significant risk |
Ultra/very high risk → Very significant risk
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 - Published by the European Banking Authority at https://www.eba.europa.eu/
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