AQR Table of Contents

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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