36. Competent authorities should assign risk scores to individual risks to capital in accordance …

Competent authorities should assign risk scores to individual risks to capital in accordance with the criteria specified in Title 6, and scores to risks to liquidity and funding in accordance with the criteria specified in Title 8. These scores represent the likelihood that a risk will have a significant prudential impact on the investment firm, after considering the quality of risk controls to mitigate this impact (i.e. residual risk), but before consideration of the investment firm’s ability to mitigate the risk through available capital or liquidity resources.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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