Search results

Create the page "Supervisory Review Process" on this wiki! See also the search results found.

Large Exposures Framework
...be present in banks' portfolios. Although through the supervisory review process (SREP) and the Basel II (Pillar 2) concentration risk adjustments could be * [http://www.bis.org/publ/bcbs283.htm BIS:Supervisory framework for measuring and controlling large exposures]

4 KB (660 words) - 14:25, 27 May 2019
Risk Appetite
...expectations with respect to some facets of the risk appetite development process:

3 KB (475 words) - 11:13, 16 November 2021
ICAAP
'''ICAAP''' is an abbreviation of ''Internal Capital Adequacy Assessment Process'', a set of activities and processes that must be undertaken by regulated f The ICAAP concept and process was introduced through the set of regulatory reforms denoted as Basel II. U

3 KB (369 words) - 12:39, 25 September 2020
Risk Measurement
...are normally thought to have been isolated in the [[Risk Identification]] process that logically precedes Risk Measurement. ...>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref>

1 KB (169 words) - 14:04, 11 March 2024
Limit framework
...lines on the management of concentration risk under the supervisory review process (GL31), 2010</ref> * The limit framework will typically specify the frequency of review of [[Limit Utilization]] and the escalation procedure in case of [[Limit Br

6 KB (837 words) - 13:38, 5 February 2020
Business Model Risk
...rs conduct [[Business Model Analysis]] as part of their supervisory review process.

2 KB (347 words) - 16:35, 10 February 2023
ICAAP versus SREP
...on Processes'' ([[SREP]]) defining a set of mirror activities to the ICAAP process to be undertaken by ''regulatory authorities''. The key purpose of SREP is

825 bytes (122 words) - 11:58, 27 March 2019
SREP
...visory Review Process''' (SREP) denotes the review process undertaken by a supervisory authority operating in alignment with the Basel regulatory standards in ord ...>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref>

8 KB (1,117 words) - 15:00, 5 February 2020
Concentration Risk
...>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> ...orporate the [[Gini Index}} and a handful of supervisors also use internal supervisory models. For one supervisor, the indices are different according to the bank

4 KB (601 words) - 11:01, 24 September 2020
EBA 2018 EU-Wide Stress Test
...l use the results of the exercise in the Supervisory Review and Evaluation Process (SREP). The methodology is [[Bottom-Up versus Top-Down Stress Test | "bott

4 KB (678 words) - 14:10, 17 February 2021
Credit Risk Monitoring
...thorities for regular prudential and statistical reporting, as well as for supervisory [[Stress Testing]] and crisis management purposes; ...all credit exposures and collateral, and allow the credit decision-making process to be followed;

6 KB (870 words) - 18:10, 4 June 2020
EU Financial Regulation
...ract economically. While financial and [[Regulatory Reform]] is an ongoing process in all jurisdictions globally, the size and supra-national nature of the Eu | The European Insurance and Occupational Pensions Supervisory Authority ([https://eiopa.europa.eu/ EIOPA]) currently plays a coordinating

11 KB (1,404 words) - 20:56, 27 September 2021
Non-Performing Loan Valuation
...ns as expressed in the value of transactions are (implicitly) polled. This process assigns a value to the expected cashflows. The applicability of a market ba ...e timing of collectively assessed mortgage loans is sensitive to the legal process being followed, the market conditions for the real estate sub-type etc.

16 KB (2,148 words) - 11:27, 18 October 2020
Material Risk
...>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref>

1 KB (167 words) - 22:28, 6 September 2021
Pillar II
...>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> ...intended to be flexible and to accommodate each jurisdiction’s specific supervisory approach.

717 bytes (95 words) - 12:02, 5 February 2020
IRRBB
...>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> ...opment of appropriate IT systems and the soundness of the model validation process.

3 KB (359 words) - 14:21, 5 February 2020
Pillar II Glossary
...>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review practices and approaches", June 2019</ref> ...al expectations”, generally in circumstances where (through the Pillar 2 process) the supervisor requires the bank to hold additional capital so that suffic

3 KB (460 words) - 15:13, 5 February 2020
EBA Guidelines on Loan Origination and Monitoring
...e EBA Guidelines on internal governance in relation to the credit-granting process. Section 6 sets out supervisory expectations for the risk-based pricing of loans, listing a set of risk-bas

8 KB (957 words) - 15:48, 31 March 2022
Credit Risk Policy
...ns for the application of automated decision-making in the credit-granting process, including identifying products, segments and limits for which automated de ** conditions defining the approval process for deviations and exceptions and the specific documentation requirements,

7 KB (921 words) - 22:02, 25 October 2021
BCBS 100
...ature of cooperation between supervisors may differ across these different supervisory responsibilities. Whatever arrangements are employed, banks have an importa * Keywords: [[Supervisory Cooperation]], [[High-level Principles]]

4 KB (603 words) - 11:39, 26 March 2021