+309. Competent authorities should develop and apply risk-specific supervisory benchmarks as a means …

309. Competent authorities should develop and apply risk-specific supervisory benchmarks as a means …

Competent authorities should develop and apply risk-specific supervisory benchmarks as a means to challenge ICAAP calculations for those material risks, or elements of such risks, that are not covered or not sufficiently covered by Regulation (EU) No 575/2013, or to further support the determination of risk-by-risk P2R, especially where ICAAP calculations for those material risks, or elements of such risks, are deemed unreliable or are unavailable.

1. Overview

,
Summary Regulation

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/