65. Institutions should include in their ICAAP and ILAAP frameworks a description of the risk …

Institutions should include in their ICAAP and ILAAP frameworks a description of the risk ap-petite, thresholds and limits set for, respectively, material ESG risks and material environmen-tal risks and their impacts on their solvency or liquidity, as well as the process applied to keep-ing these thresholds and limits up to date. Institutions should provide sufficient contextual information to understand their analysis of the capital and liquidity implications of, respec-tively, ESG and environmental risks, including by providing clarity on the methodologies used and underlying assumptions.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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