+Guidelines on ICAAP and ILAAP information (EBA/GL/2016/10)
---+1. Compliance and reporting obligations
------+Status of these guidelines
---------+1. This document contains guidelines issued pursuant to Article 16 of Regulation (EU) No 1093/2010 …
---------+2. Guidelines set the EBA view of appropriate supervisory practices within the European System of …
------+Reporting requirements
---------+3. According to Article 16(3) of Regulation (EU) No 1093/2010, competent authorities must notify …
---------+4. Notifications will be published on the EBA website, in line with Article 16(3).
---+2. Subject matter, scope and definitions
------+Subject matter
---------+5. These Guidelines aim to ensure convergence of supervisory practices for the assessment of …
------+Addressees
---------+6. These Guidelines are addressed to competent authorities as defined in point (i) of Article 4(2) …
------+Scope
---------+7. Competent authorities should apply these Guidelines in accordance with the levels of application …
---+3. Implementation
------+Date of application
---------+8. These Guidelines apply from 1 January 2017.
---+4. General considerations for collection of ICAAP- and ILAAP-related information
------+9. Competent authorities should collect the information from institutions regarding ICAAP and ILAAP …
------+10. Competent authorities should ensure that the information collected from institutions should …
------+11. Competent authorities should ensure that the institution provides them with the ‘reader’s …
------+12. With regard to the collection of information specified in these Guidelines, competent …
------+13. The operational procedures specified in the previous paragraph should be proportionate to the …
------+14. Competent authorities should require an institution that falls under SREP Category 1 to provide …
------+15. For non-Category 1 institutions referred to in Section 2.4 of the SREP Guidelines competent …
------+16. Depending on the quality of the information provided and the assessment of whether the …
------+17. The competent authorities should ensure that they receive all relevant information and that …
------+18. Competent authorities may, with a view to facilitating the assessment of individual SREP …
------+19. Where these Guidelines are applied in relation to cross-border banking groups and their …
------+20. Where information referred to in these Guidelines is requested from institutions in the form of …
------+21. For the purposes of the assessment of ICAAP and ILAAP frameworks and calculations under SREP …
------+22. Where information items are available at a very granular level, competent authorities may …
---+5. Information that is common to ICAAP and ILAAP
------+5.1 Information on business model and strategy
---------+23. On business model and strategy, competent authorities should ensure that they receive from …
---------+24. On forward-looking strategy, competent authorities should ensure that they receive from …
------+5.2 Information on risk governance and management framework
---------+25. On the set-up and governance of risk management and control frameworks, competent authorities …
------+5.3 Information on risk appetite framework
---------+26. On risk appetite framework, competent authorities should ensure that they receive from …
------+5.4 Information on stress testing framework and programme
---------+27. On stress testing frameworks and programmes, competent authorities should ensure that they …
------+5.5 Information on risk data, aggregation and IT systems
---------+28. On risk data, aggregation and IT systems, competent authorities should ensure that they receive …
---+6. ICAAP-specific information
------+6.1 Information on the overall ICAAP framework
---------+29. On the scope, the general objectives and the main assumptions underlying ICAAP, competent …
---------+30. On evidencing the implementation of the scope, the general objectives and the main assumptions …
------+6.2 Information on risk measurement, assessment and aggregation
---------+31. On risk measurement, assessment and aggregation methodologies used within ICAAP, competent …
---------+32. On evidencing the implementation of the ICAAP risk measurement, assessment and aggregation …
------+6.3 Information on internal capital and capital allocation
---------+33. On internal capital definition and the capital allocation used within ICAAP, competent …
---------+34. On evidencing the full implementation of the internal capital definition and the capital …
------+6.4 Information on capital planning
---------+35. On capital planning, competent authorities should ensure that they receive from institutions …
---------+36. On evidencing the full implementation of the capital planning, competent authorities should …
------+6.5 Information on stress testing in ICAAP
---------+37. In addition to the general information on stress testing as specified in Section 5.4, on the …
---------+38. On evidencing the full implementation of ICAAP stress tests and their outcomes, competent …
------+6.6 Supporting documentation
---------+39. In addition to the information items referred to in Sections 6.1-6.5, competent authorities …
---+7. ILAAP-specific information
------+7.1 Information on liquidity and funding risk management framework
---------+40. On evidencing the set-up of a process that ensures the institution has a robust and specific …
---------+41. On evidencing the full implementation of a process that ensures the institution has a robust …
------+7.2 Information on funding strategy
---------+42. On the funding strategy, competent authorities should ensure that they receive from …
---------+43. On evidencing the full implementation of the funding strategy, competent authorities should …
------+7.3 Information on strategy regarding liquidity buffers and collateral management
---------+44. On liquidity buffers and collateral management strategy, competent authorities should ensure …
---------+45. On evidencing implementation of the strategy regarding liquidity buffers and collateral …
------+7.4 Information on the cost-benefit allocation mechanism
---------+46. On the set-up of the liquidity cost-benefit allocation mechanism, competent authorities should …
---------+47. For the institutions with liquidity transfer pricing (LTP) mechanisms in place, competent …
---------+48. On evidencing cost-benefit allocation of the implementation of the liquidity mechanism …
---------+49. For the institutions with LTP mechanisms in place, the information referred to in the previous …
------+7.5 Information on intraday liquidity risk management
---------+50. Where appropriate, on the set-up of intraday liquidity risk management, competent authorities …
---------+51. Where appropriate, on the implementation of intraday liquidity risk management, competent …
------+7.6 Information on liquidity stress testing
---------+52. In addition to the general information on stress testing as specified in Section 5.4, on the …
---------+53. On evidence of the full implementation of liquidity stress testing, competent authorities …
------+7.7 Information on liquidity contingency plan
---------+54. On the set-up of the liquidity contingency planning, competent authorities should ensure that …
---------+55. On the implementation of liquidity contingency plans, competent authorities should ensure that …
------+7.8 Supporting documentation
---------+56. In addition to the information referred to in Sections 7.1-7.7, competent authorities should …
---+8. ICAAP and ILAAP conclusions and quality assurance
------+57. Competent authorities should ensure that they receive from institutions conclusions of the …
------+58. Competent authorities should ensure that the information specified in the previous paragraph …
------+59. Competent authorities should also receive from institutions adequate explanation of how …
------+60. Competent authorities should also receive from institutions their internal audit reports …
 English - European Union - Financial Industry -

Guidelines on ICAAP and ILAAP information (EBA/GL/2016/10)

Guidelines on ICAAP and ILAAP information (EBA/GL/2016/10)

https://www.eba.europa.eu/guidelines-icaap-and-ilaap-information – PDF

1. Forbhreathnú

,
1. Compliance and reporting obligations

1. Compliance and reporting obligations
2. Subject matter, scope and definitions

2. Subject matter, scope and definitions
3. Implementation

3. Implementation
4. General considerations for collection of ICAAP- and ILAAP-related information

4. General considerations for collection of ICAAP- and ILAAP-related information
5. Information that is common to ICAAP and ILAAP

5. Information that is common to ICAAP and ILAAP
6. ICAAP-specific information

6. ICAAP-specific information
7. ILAAP-specific information

7. ILAAP-specific information
8. ICAAP and ILAAP conclusions and quality assurance

8. ICAAP and ILAAP conclusions and quality assurance

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

Ceanglais

3. Caighdeáin ghaolmhara

Caighdeáin

Saincheisteanna nasctha

Naisc
is related to Imported: Guidelines on ICAAP and ILAAP information (2017-04-10-96686cb5a6-3dad)
is related to Assignments added: Guidelines on ICAAP and ILAAP information (2017-04-10-96686cb5a6-3dad) – 4 links
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