+485. Competent authorities should also, where appropriate, use supervisory stress testing outcomes …
|
485. Competent authorities should also, where appropriate, use supervisory stress testing outcomes …
Competent authorities should also, where appropriate, use supervisory stress testing outcomes to: - a. support the analysis needed for the purposes of granting various permissions and authorisations required by Regulation (EU) No 575/2013 or Directive 2013/36/EU, for example in relation to qualifying holdings, mergers and acquisitions, and shares buy-backs;
- b. support a thematic analysis of the potential vulnerabilities of a group of institutions with similar risk profiles;
- c. support the analysis of the potential impacts of ESG factors on the institutions' business model on the basis of a medium to long-term scenario analysis carried out in accordance with the Joint Guidelines on integrating ESG risks in supervisory stress tests;
- d. motivate institutions to enhance their internal stress testing and risk management capabilities: in particular, a supervisory stress test with a bottom-up component could motivate institutions to further develop and improve their data aggregation, risk modelling and IT tools for stress testing and risk management purposes.
1. Overzicht
1.1 Referenties
1.2 Geïdentificeerde eisen
1.3 Gerelateerde standaarden
2. Geïdentificeerde eisen
3. Gerelateerde standaarden
- EBA -
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.
|