Difference between revisions of "AQR Table of Contents"
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== AQR Table of Contents == | == 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. 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 | |
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| − | Remediation Activities | ||
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[[Category:AQR Manual]] | [[Category:AQR Manual]] | ||
Revision as of 16:05, 10 June 2021
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. 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
