309. When determining the size of P2G, competent authorities should consider, where relevant, the …

When determining the size of P2G, competent authorities should consider, where relevant, the following factors:

a. where P2G is determined based on stress tests, the time when the maximum stress impact occurs in relation to the starting point and time horizon of the scenarios used in the stress tests;
b. the outcome of a reliable investment firm’s internal stress test or sensitivity analysis of the investment firm, taking into account the specific scenario definitions and assumptions, in particular where they are deemed more relevant for the business model and risk profile of the investment firm or where the internal scenarios are more severe than the supervisory scenarios, where such supervisory scenarios are available;
c. relevant management mitigating actions of the investment firms if sufficiently credible and highly certain following their supervisory assessment;
d. information about and supervisory views on the relevance of supervisory or investment firm’s own stress tests or sensitivity analyses to the investment firm's strategy, financial plans and business model;
e. reduced certainty on the actual sensitivity of the investment firm to adverse scenarios;
f. any potential overlaps with the applicable additional own funds requirement;
g. whether or not the investment firm is under restructuring or resolution.

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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.