203. Competent authorities should determine the nature of operational risk exposures by analysing …

Competent authorities should determine the nature of operational risk exposures by analysing exposures to the main sources and drivers of operational risk to form a forward-looking view on prospective operational risk. For this analysis, competent authorities:

• a. may consider the operating model, business lines, products, processes and geographies relevant to the institution, assessment of dependencies and operational risk exposures to primary risk drivers (e.g. processes, people, systems and external factors) and interactions of risk drivers, leveraging the institution’s self-risk assessment, peer analysis, data and public and/or consortium databases, if available and relevant;
• b. should consider both the frequency and the severity of the events to which the institution is exposed and distinguish those causing high-severity losses and those occurring with high frequencies. Based on this distinction, competent authorities should assess the trends of operational risk losses and their concentration; and
• c. should leverage scenario analyses and consider planned business operations and prospective operational risk analyses performed by the institution, where available, taking into account any corrective measures and mitigation actions already implemented and effective.

1. Overzicht

1.1 Referenties

1.2 Geïdentificeerde eisen

1.3 Gerelateerde standaarden

2. Geïdentificeerde eisen

3. Gerelateerde standaarden

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