+11. Title 11. Supervisory stress testing
---+11.1. Use of supervisory stress testing by competent authorities
------+483. Competent authorities should, also on the basis of Article 100 of Directive 2013/36/EU, use …
------+484. Furthermore, supervisory stress testing should help competent authorities to assess …
------+485. Competent authorities should also, where appropriate, use supervisory stress testing outcomes …
---+11.2. Key elements of supervisory stress testing
------+486. When deciding on the key elements of supervisory stress testing, competent authorities should …
------+487. When designing and conducting supervisory stress tests for SREP purposes, competent …
---+11.3. Organisational and governance arrangements within competent authorities
------+488. Competent authorities should establish an effective programme for supervisory stress testing. …
------+489. The governance, organisation and IT arrangements supporting the supervisory stress testing …
------+490. As part of governance arrangements, competent authorities should ensure that the supervisory …
------+491. Competent authorities should ensure that they have processes and arrangements in place for an …
------+492. When applying supervisory stress testing to cross-border groups, competent authorities should …
------+493. Competent authorities should also identify what information regarding supervisory stress tests …
---+12. Title 12. Assessing third-country branches
------+494. This title addresses the application of the SREP procedures and methodology as specified in …
------+495. When performing the SREP assessment for TCBs, competent authorities should evaluate inter alia …
------+496. The SREP assessment of a TCB should include an assessment of the branch’s business model …
------+497. The review should be conducted with a level of frequency and intensity that is proportionate …
------+498. In addition to assessing the core SREP elements for TCBs, competent authorities should ensure …
------+499. Where competent authorities exercise their right in accordance with Article 48a of Directive …
------+500. Competent authorities should use the findings from the assessment of the individual SREP …
------+12.1. Application of SREP to third-country branches
---------+501. The SREP assessment should focus on the TCB’s material risks and how these are dependent on …
---------+502. To inform the assessment, competent authorities should take into account the results of the …
---------+503. Competent authorities should ensure that the scope of the assessment contains measures to …
---------+504. Where the review of the TCB’s governance, business model, or activities, gives competent …
---------+505. Competent authorities should analyse the TCB’s business model and strategy to understand the …
---------+506. Competent authorities should pay specific attention to the outreach of the TCB activities, to …
---------+507. Competent authorities should consider how the head undertaking’s strategic priorities for the …
---------+508. Competent authorities should assess the adequacy of the TCB’s governance arrangements using …
---------+509. In conducting the assessment of internal governance, competent authorities should consider …
---------+510. Competent authorities should assess whether the persons directing the TCB: a. have sufficient …
---------+511. Where the TCB branch has established a management committee, competent authorities should …
---------+512. Competent authorities should assess the TCB’s relation with the head undertaking, including …
---------+513. Where the TCB engages in back-to-back or intragroup operations, competent authorities should …
---------+514. Competent authorities should assess whether the TCB has robust internal control functions. For …
---------+515. Competent authorities should assess whether the TCB conducts appropriate due diligence and …
---------+516. Competent authorities should assess: a. whether the TCB branch meets the minimum capital …
---------+517. Competent authorities should assess whether the institution holds sufficient liquid and …
---------+518. In conducting the capital endowment and liquidity assessment, competent authorities should …
---------+519. Competent authorities should assess: a. the quality of the engagement between the TCB and head …
---------+520. Competent authorities should assess whether the TCB has an adequate framework for managing and …
---------+521. Competent authorities should assess whether the activities performed by the TCB, its assets …
---------+522. Where the TCB engages in back-to-back booking arrangements, competent authorities should …
---------+523. Competent authorities should assess whether the TCB manages assets and liabilities …
---------+524. Where the TCB originates assets and liabilities for other branches or subsidiaries of the same …
------+12.2. Summary of findings, scoring and supervisory measures
---------+525. Following the above assessment, competent authorities should form an overall risk on the key …
---------+526. Competent authorities may, on the basis of the vulnerabilities and deficiencies identified in …
---------+527. For TCBs of systemic importance, competent authorities may also consider: a) Requiring the TCB …
---------+528. Competent authorities should communicate the outcomes of the SREP assessment to the management …
------+Annex I – Credit risk sub-categories
---------+categories assessment areas
---------+categories assessment areas
------+Annex II – Market risk sub-categories
---------+categories (level 1)
---------+categories (level 1)
---------+categories (level 1)
---------+categories (level 1)
---------+categories (level 1)
---------+adjustment risk
---------+banking books)
---------+categories (level 1)
---------+risk
---------+risk
------+Annex III – Operational risk sub-categories
---------+categories (level 1) categories (level 2)
---------+categories (level 1) categories (level 2)
------+Annex IV – IRRBB sub-categories
---------+categories (level 1)
------+Annex V – Transfer pricing risk measurement

11. Title 11. Supervisory stress testing

11. Title 11. Supervisory stress testing

1. Yleiskatsaus

,
11.1. Use of supervisory stress testing by competent authorities

11.1. Use of supervisory stress testing by competent authorities
11.2. Key elements of supervisory stress testing

11.2. Key elements of supervisory stress testing
11.3. Organisational and governance arrangements within competent authorities

11.3. Organisational and governance arrangements within competent authorities
12. Title 12. Assessing third-country branches

12. Title 12. Assessing third-country branches

1.1 Viittaukset

1.2 Tunnistetut vaatimukset

1.3 Liittyvät standardit

2. Tunnistetut vaatimukset

Vaatimukset

3. Liittyvät standardit

Standardit
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