26. Institutions should express their ‘scenario-specific recovery capacity’ at least for the …

Institutions should express their ‘scenario-specific recovery capacity’ at least for the following ‘relevant RP indicators’¹⁴ :

• a. Common Equity Tier 1 (CET1) ratio;
• b. total capital ratio;
• c. leverage ratio;
• d. liquidity coverage ratio (LCR);
• e. net stable funding ratio (NSFR).

In cases where the listed indicators were not included by the institutions in their recovery plan indicators framework based on the rebuttable presumption provided by the EBA Guidelines on recovery plan indicators¹⁵ , the ‘scenario-specific recovery capacity’ should be expressed in terms of the respective substitute indicators. Institutions should include in their recovery plans the nominal amounts underlying the computation of the relevant indicators (numerator and denominator) to allow competent authorities to properly assess and challenge the reported figures.

¹⁴ Included in Annex II (‘Minimum list of recovery plan indicators’) in the EBA Guidelines on recovery plan indicators under Article 9 of Directive 2014/59/EU (EBA/GL/2021/11).

¹⁵ See Annex II – Minimum list of recovery plan indicators in the EBA Guidelines on recovery plan indicators under Article 9 of Directive 2014/59/EU (EBA/GL/2021/11).

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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