130. To assess the inherent credit risk of an institution, competent authorities should first …

To assess the inherent credit risk of an institution, competent authorities should first identify its credit risk exposure. To achieve this and ensure consistent identification of the sources of credit risk the institution is or might be exposed to, they should consider the following sources of information:

• a. regulatory reporting templates, such as COREP and FINREP, taking into account the relevant regulatory exposure classes based on the institution’s approach to own funds requirements (i.e., standardised or IRB);
• b. insights gained from the assessment of other SREP elements (such as the BMA) and from prior supervisory activities;
• c. comparisons of the institution’s position with its peers, where available. In particular, for institutions using the internal ratings-based approach, competent authorities should consider the result of the supervisory benchmarking exercise carried in accordance with Article 78 of Directive 2013/36/EU.

1. Yleiskatsaus

1.1 Viittaukset

1.2 Tunnistetut vaatimukset

1.3 Liittyvät standardit

2. Tunnistetut vaatimukset

3. Liittyvät standardit

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