298. Competent authorities should determine P2R for risks other than the risk of excessive …

Competent authorities should determine P2R for risks other than the risk of excessive leverage, where they identify any of the situations listed in Article 104a(1) of Directive 2013/36/EU for an institution, including in particular:

• a. the risk of unexpected losses, and of expected losses insufficiently covered by provisions, over a 12-month period (except where Regulation (EU) No 575/2013 specifies own funds requirements over a different period), which individual institutions are facing due to their activities, including those reflecting the impact of certain economic and market developments;
• b. model deficiencies for internal approaches for the calculation of own funds requirements (‘regulatory model deficiencies’) as assessed in the context of Article 101 of Directive 2013/36/EU, excluding those already covered by the fact that an institution has become bound by the output floor in accordance with Article 92 of Regulation 575/2013;
• c. deficiencies in internal governance, including internal control arrangements and other deficiencies, as well as risk arising from the institution’s business model, identified following the risk assessment outlined in Titles 4 to 6, where other supervisory measures have not been effective or are considered insufficient to address the identified deficiencies.

7.2.1. Determining additional own funds to cover unexpected losses

1. Áttekintés

1.1 Hivatkozások

• 92. cikk Szavatolótőke-követelmények

1.2 Azonosított követelmények

1.3 Kapcsolódó szabványok

2. Azonosított követelmények

3. Kapcsolódó szabványok

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