148. While the types of reports prepared for the management body or its delegates will vary based …

While the types of reports prepared for the management body or its delegates will vary based on the institution’s portfolio composition, they should include, taking into account paragraphs 146 and 147, the following:

• (a) Summaries of the institution’s aggregate CSRBB exposures in terms of the different CSRBB measures. Assets, liabilities and off-balance-sheet exposures and strategies that are driving the level and direction of CSRBB should be identified and explained; and
• (b) Key modelling assumptions.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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