286. Competent authorities should assess whether the institution has an appropriate framework for …

Competent authorities should assess whether the institution has an appropriate framework for identifying, evaluating, managing and mitigating CSRBB, in line with the level, complexity and riskiness of non-trading book positions and the institution’s size and complexity. They should consider whether the information systems and measurement techniques enable management to measure the inherent CSRBB in all its material on- and off-balance- sheet exposures (where relevant at group level) in the non-trading book portfolio. The CSRBB framework should be subject to regular reviews and evaluations of its effectiveness. In this context, competent authorities should assess whether significant measurement assumptions are reviewed at least annually and more frequently during rapidly changing market conditions.

1. Pārskats

1.1 Atsauces

1.2 Identificētās prasības

1.3 Saistītie standarti

2. Identificētās prasības

3. Saistītie standarti

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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.