+11. Title 11. Supervisory stress testing
---+11.1. Use of supervisory stress testing by competent authorities
------+483. Competent authorities should, also on the basis of Article 100 of Directive 2013/36/EU, use …
------+484. Furthermore, supervisory stress testing should help competent authorities to assess …
------+485. Competent authorities should also, where appropriate, use supervisory stress testing outcomes …
---+11.2. Key elements of supervisory stress testing
------+486. When deciding on the key elements of supervisory stress testing, competent authorities should …
------+487. When designing and conducting supervisory stress tests for SREP purposes, competent …
---+11.3. Organisational and governance arrangements within competent authorities
------+488. Competent authorities should establish an effective programme for supervisory stress testing. …
------+489. The governance, organisation and IT arrangements supporting the supervisory stress testing …
------+490. As part of governance arrangements, competent authorities should ensure that the supervisory …
------+491. Competent authorities should ensure that they have processes and arrangements in place for an …
------+492. When applying supervisory stress testing to cross-border groups, competent authorities should …
------+493. Competent authorities should also identify what information regarding supervisory stress tests …
---+12. Title 12. Assessing third-country branches
------+494. This title addresses the application of the SREP procedures and methodology as specified in …
------+495. When performing the SREP assessment for TCBs, competent authorities should evaluate inter alia …
------+496. The SREP assessment of a TCB should include an assessment of the branch’s business model …
------+497. The review should be conducted with a level of frequency and intensity that is proportionate …
------+498. In addition to assessing the core SREP elements for TCBs, competent authorities should ensure …
------+499. Where competent authorities exercise their right in accordance with Article 48a of Directive …
------+500. Competent authorities should use the findings from the assessment of the individual SREP …
------+12.1. Application of SREP to third-country branches
---------+501. The SREP assessment should focus on the TCB’s material risks and how these are dependent on …
---------+502. To inform the assessment, competent authorities should take into account the results of the …
---------+503. Competent authorities should ensure that the scope of the assessment contains measures to …
---------+504. Where the review of the TCB’s governance, business model, or activities, gives competent …
---------+505. Competent authorities should analyse the TCB’s business model and strategy to understand the …
---------+506. Competent authorities should pay specific attention to the outreach of the TCB activities, to …
---------+507. Competent authorities should consider how the head undertaking’s strategic priorities for the …
---------+508. Competent authorities should assess the adequacy of the TCB’s governance arrangements using …
---------+509. In conducting the assessment of internal governance, competent authorities should consider …
---------+510. Competent authorities should assess whether the persons directing the TCB: a. have sufficient …
---------+511. Where the TCB branch has established a management committee, competent authorities should …
---------+512. Competent authorities should assess the TCB’s relation with the head undertaking, including …
---------+513. Where the TCB engages in back-to-back or intragroup operations, competent authorities should …
---------+514. Competent authorities should assess whether the TCB has robust internal control functions. For …
---------+515. Competent authorities should assess whether the TCB conducts appropriate due diligence and …
---------+516. Competent authorities should assess: a. whether the TCB branch meets the minimum capital …
---------+517. Competent authorities should assess whether the institution holds sufficient liquid and …
---------+518. In conducting the capital endowment and liquidity assessment, competent authorities should …
---------+519. Competent authorities should assess: a. the quality of the engagement between the TCB and head …
---------+520. Competent authorities should assess whether the TCB has an adequate framework for managing and …
---------+521. Competent authorities should assess whether the activities performed by the TCB, its assets …
---------+522. Where the TCB engages in back-to-back booking arrangements, competent authorities should …
---------+523. Competent authorities should assess whether the TCB manages assets and liabilities …
---------+524. Where the TCB originates assets and liabilities for other branches or subsidiaries of the same …
------+12.2. Summary of findings, scoring and supervisory measures
---------+525. Following the above assessment, competent authorities should form an overall risk on the key …
---------+526. Competent authorities may, on the basis of the vulnerabilities and deficiencies identified in …
---------+527. For TCBs of systemic importance, competent authorities may also consider: a) Requiring the TCB …
---------+528. Competent authorities should communicate the outcomes of the SREP assessment to the management …
------+Annex I – Credit risk sub-categories
---------+categories assessment areas
---------+categories assessment areas
------+Annex II – Market risk sub-categories
---------+categories (level 1)
---------+categories (level 1)
---------+categories (level 1)
---------+categories (level 1)
---------+categories (level 1)
---------+adjustment risk
---------+banking books)
---------+categories (level 1)
---------+risk
---------+risk
------+Annex III – Operational risk sub-categories
---------+categories (level 1) categories (level 2)
---------+categories (level 1) categories (level 2)
------+Annex IV – IRRBB sub-categories
---------+categories (level 1)
------+Annex V – Transfer pricing risk measurement
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11. Title 11. Supervisory stress testing
11. Title 11. Supervisory stress testing
1. Overzicht
1.1 Referenties
1.2 Geïdentificeerde eisen
1.3 Gerelateerde standaarden
2. Geïdentificeerde eisen
3. Gerelateerde standaarden
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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