+Title 2 The common SREP
---+2.1 Overview of the common SREP framework
------+14. Competent authorities should ensure that the SREP of an investment firm covers the following …
------+15. Competent authorities should categorise each investment firm for which the supervisory review …
------+16. The categorisation should be used by competent authorities as a basis for applying the …
------+17. Among categories 1 to 3, competent authorities may categorise an investment firm on a …
------+18. Competent authorities should base the categorisation on supervisory reporting data and on …
------+19. Competent authorities should continuously assess the risks to which the investment firm is or …
------+20. The assessments should be conducted in accordance with the proportionality criteria specified …
------+21. Competent authorities should ensure that the outcomes of the assessments outlined above: a. are …
------+22. Competent authorities should periodically review the adequacy of the investment firm’s own …
------+23. Competent authorities should perform periodic assessments taking into account the minimum …
------+24. Competent authorities should ensure that the outcomes of the assessments: a. are clearly …
------+25. Competent authorities should continuously assess the risk profile of the investment firm and …
------+26. The assessment should be continuously reviewed in light of findings from the risk assessments …
------+27. Competent authorities should ensure that the outcomes of the assessment: a. are reflected in …
------+28. Following the minimum engagement model, as specified in Section 2.4, competent authorities …
------+29. Based on the overall SREP assessment and building on assessments of the individual SREP …
------+30. Where findings from the monitoring of key indicators, assessment of SREP elements or any other …
------+31. As outlined in Section 2.4, competent authorities should also engage in dialogue based on the …
---+2.2 Scoring in the SREP
------+32. Competent authorities should assign risk and viability scores to summarise the outcomes of the …
------+33. In the assessment of the individual risk categories and SREP elements, competent authorities …
------+34. In their implementation of the guidelines, competent authorities may introduce more granular …
------+35. Competent authorities should ensure that all scores are regularly reviewed, at least with the …
------+36. Competent authorities should assign risk scores to individual risks to capital in accordance …
------+37. Competent authorities should determine the risk score predominantly through an assessment of …
------+38. In implementing these guidelines, competent authorities may evaluate inherent risk levels and …
------+39. Competent authorities should separately assign scores to summarise the level of risk posed to …
------+40. For capital adequacy and liquidity adequacy, these scores represent the supervisory view of the …
------+41. Competent authorities should also assign an overall SREP score in accordance with the criteria …
------+42. Competent authorities should ensure that the scoring of the business model, internal governance …
------+43. Competent authorities should ensure that the overall SREP score assigned based on the aggregate …
------+44. When the outcome of the overall SREP assessment suggests that an investment firm can be …
---+2.3 Organisational arrangements
------+45. Competent authorities should ensure that, for conducting the SREP, their organisational …
------+46. When defining arrangements for dialogue with investment firms, competent authorities should …
---+2.4 Proportionality and supervisory engagement
------+47. Competent authorities should apply the principle of proportionality in the scope, frequency and …
------+48. For the frequency of the supervisory engagement aspect of proportionality, when planning SREP …
------+49. Where competent authorities determine that investment firms have similar risk profiles, they …
------+50. For investment firms with an overall SREP score 4 and, where necessary, for investment firms …
------+51. Regardless of the time since the last SREP, competent authorities should perform a new …
------+52. When planning SREP activities, competent authorities should pay special attention to …
------+53. For the scope of proportionality, when conducting the SREP by applying these guidelines …
------+54. At the end of every assessment of all SREP elements, competent authorities may inform the …
------+55. In order to ensure appropriate frequency of supervisory activities related to SREP for category …
------+56. In order to ensure appropriate frequency of supervisory activities related to SREP for category …
------+57. In order to ensure appropriate frequency of supervisory activities related to SREP for category …
------+58. For small and non-interconnected investment firms meeting the criteria of Article 12(1) of …
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Title 2 The common SREP
Title 2 The common SREP
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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