AQR Table of Contents
From Open Risk Manual
AQR Table of Contents
The Asset Quality Review Manual (Phase 2) is a methodology document published by the European Central Bank on March 2014. The ECB performed a comprehensive assessment prior to assuming full responsibility for supervision under the single supervisory mechanism in November 2014.
- Chapter 1. Processes, policies and accounting review
- Chapter 2. Loan tape creation and data integrity validation (DIV)
- Chapter 3. Stratified Sampling
- Chapter 4. Credit file review
- Chapter 5. Collateral and real estate valuation
- Chapter 6. Projection of findings of credit file review
- Chapter 7. Collective provision analysis
- Chapter 8. Level 3 fair value exposures review
- Chapter 9. Determine AQR-adjusted CET1% and Remediation Activities
- Chapter 10. Quality assurance and Progress Tracking