133. The management body should, based on its overall CSRBB strategy, adopt robust risk policies …

The management body should, based on its overall CSRBB strategy, adopt robust risk policies, processes and systems which should ensure that:

(a) Procedures for updating scenarios for the assessment and monitoring of CSRBB are set up;
(b) the measurement approach and the corresponding assumptions for assessing and monitoring CSRBB risks, are appropriate and proportional;
(c) the assumptions of the models used are regularly reviewed and, if necessary, amended;
(d) standards for the evaluation of positions and the measuring of performance are defined; and
(e) the lines of authority and responsibility for managing CSRBB exposures are defined.

1. Áttekintés

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