+Annex
---+Conversion of risk categories

Annex

Annex

1. Vue d’ensemble

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Intitulé Réglementation
Conversion of risk categories

Scenario 1 : Where a competent authorities are categorising its subjects of assessment and sectors within three risk categories, they should apply the approach set out in Table 1 when asked to convert the risk categories into four categories as suggested by these guidelines.

Competent authority’s risk categories Risk categories suggested in these guidelines

MediumLow risk → Less significant risk risk → Moderately significant risk High risk → Very significant risk

Scenario 2 : Where competent authorities are categorising their subjects of assessment and sectors in five risk categories, they should apply the approach set out in Table 2 when asked to convert the risk categories into four categories as suggested by these guidelines.

Competent authority’s risk categories Risk categories suggested in these guidelines

Medium MediumLow risk → Less significant risk low risk → Less significant risk high risk → Moderately significant risk High risk → Significant risk

Ultra/very high risk → Very significant risk

1.1 Références

1.2 Exigences identifiées

1.3 Normes associées

2. Exigences identifiées

Exigences
Source Exigence

3. Normes associées

Normes
Source Exigence
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/