+26. On risk appetite framework, competent authorities should ensure that they receive from …

26. On risk appetite framework, competent authorities should ensure that they receive from …

On risk appetite framework, competent authorities should ensure that they receive from institutions the following:

  • a. description of the correspondence of the strategy and business model of the institution with its risk appetite framework;
  • b. description of the process and governance arrangements, including the roles and responsibilities within the senior management and the management body, in respect of the design and implementation of the risk appetite framework;
  • c. information on the identification of the material risks which the institution is or might be exposed to;
  • d. description of the risk appetite/tolerance levels, thresholds and limits set for the identified material risks, as well as the time horizons, and the process applied to keeping such threshold and limits up to date;
  • e. description of the limit allocation framework within the group, and, for example, core business lines, markets and subsidiaries;
  • f. description of the integration and use of the risk appetite framework in the risk and overall management, including links to business strategy, risk strategy, ICAAP and ILAAP, including capital and liquidity planning.

1. Forbhreathnú

,

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

Ceanglais

3. Caighdeáin ghaolmhara

Caighdeáin
  • EBA -

    EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

    DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.