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
BCBS 107
...the elements of the 1988 Accord that were not revised during the Basel II process, the 1996 Amendment to the Capital Accord to Incorporate Market Risks, and ...apital adequacy and the minimum standard to be achieved which the national supervisory authorities represented on the Committee will propose for adoption in their

20 KB (3,034 words) - 11:39, 26 March 2021
BCBS 109
...nt it. Rather, assessments will be based on the adequacy of the regulatory/supervisory standards adopted by the respective country and the country's performance r ..., supervisors should consider implementing key elements of the supervisory review and market discipline components of the new Framework even if the Basel II

5 KB (748 words) - 11:39, 26 March 2021
BCBS 118
...the elements of the 1988 Accord that were not revised during the Basel II process, the 1996 Amendment to the Capital Accord to Incorporate Market Risks, and ...apital adequacy and the minimum standard to be achieved which the national supervisory authorities represented on the Committee will propose for adoption in their

19 KB (2,931 words) - 12:29, 26 March 2021
BCBS 128
...the elements of the 1988 Accord that were not revised during the Basel II process, the 1996 Amendment to the Capital Accord to Incorporate Market Risks, and <td> The Second Pillar - Supervisory Review Process and</td>

3 KB (386 words) - 14:45, 9 April 2021
BCBS 143
...implemented by banks that attempt to address these challenges and reviews supervisory concerns relating to the current state of practice. ...under Pillar 2 (supervisory review process) of the Basel II Framework, to review and evaluate banks' internal capital adequacy assessments.

3 KB (392 words) - 11:43, 26 March 2021
BCBS 145
''Supervisory guidance for assessing banks' financial instrument fair value practices''. ...ness of banks' valuation practices through the Pillar 2 supervisory review process under the Basel II Framework.

3 KB (344 words) - 11:43, 26 March 2021
BCBS 150
<h3>Enhancements to Pillar 2 (supervisory review process)</h3> ...o strengthen its supervisory guidance and the links to the Pillar 2 review process in the following ways:

7 KB (993 words) - 11:43, 26 March 2021
BCBS 152
...implemented by banks that attempt to address these challenges and reviews supervisory concerns relating to the current state of practice. ...under Pillar 2 (supervisory review process) of the Basel II Framework, to review and evaluate banks' internal capital adequacy assessments.

3 KB (397 words) - 11:43, 26 March 2021
BCBS 153
''Supervisory guidance for assessing banks' financial instrument fair falue practices''. ...ness of banks' valuation practices through the Pillar 2 supervisory review process under the Basel II Framework.

3 KB (344 words) - 11:44, 26 March 2021
BCBS 157
The supplemental Pillar 2 (supervisory review process) guidance addresses several notable weaknesses that have been

4 KB (539 words) - 11:44, 26 March 2021
BCBS 164
...e economic growth, as banks are at the centre of the credit intermediation process between savers and investors. Moreover, banks provide critical services to ...ing system. The crisis was further amplified by a procyclical deleveraging process and by the interconnectedness of systemic institutions through an array of

11 KB (1,648 words) - 11:44, 26 March 2021
BCBS 193
...Measurement Approach]], [[Disclosure Requirements]], [[Supervisory Review Process]], [[Internal Models Approach]], [[Standardised Measurement Method]], [[Mar

4 KB (631 words) - 11:44, 26 March 2021
BCBS 218
''Peer review of supervisory authorities' implementation of stress testing principles''. ...at stress testing has become a key component of the supervisory assessment process as well as a tool for contingency planning and communication. Countries are

3 KB (373 words) - 11:44, 26 March 2021
BCBS 276
''Revised good practice principles for supervisory colleges''. ...principles remain fit for purpose and that they describe how high quality supervisory colleges typically function. The key changes include the following:

4 KB (521 words) - 11:45, 26 March 2021
BCBS 283
''Supervisory framework for measuring and controlling large exposures''. This Basel Committee on Banking Supervision standard sets out a supervisory framework for measuring and controlling large exposures. The framework is s

4 KB (645 words) - 12:04, 26 March 2021
BCBS 285
''Supervisory guidelines for identifying and dealing with weak banks''. ...he Basel Committee is publishing for comment the consultative document Supervisory guidelines for identifying and dealing with weak banks. Once final, th

3 KB (431 words) - 11:45, 26 March 2021
BCBS 50
...sists of three pillars: minimum capital requirements, a supervisory review process, and effective use of market discipline. With regard to minimum capital req

2 KB (322 words) - 11:46, 26 March 2021
BCBS 80
...ng with minimum capital requirements (Pillar 1) and the supervisory review process (Pillar 2). In January 2001, the Committee issued a Second Consultative Pac ...g organisation. As in previous years, the survey was conducted by national supervisory authorities that, based on public reports, assessed the extent of disclosur

6 KB (872 words) - 11:46, 26 March 2021
BCBS 81
''Conducting a Supervisory Self-Assessment - Practical Application''. ...veness of supervision. The process is not necessarily a one-time event and supervisory authorities may choose to conduct self-assessments on a periodic basis.

5 KB (707 words) - 11:46, 26 March 2021
BCBS 98
...tomer service innovation. The Committee has therefore preferred to express supervisory expectations and guidance in the form of Risk Management Principles</em ...een expressed by the Committee or by national supervisors in previous bank supervisory guidance. However, some issues, such as the management of outsourcing relat

10 KB (1,410 words) - 11:47, 26 March 2021
BCBS D330
...rkets and the regulatory landscape, the Committee has updated its 2002 Supervisory guidance on dealing with weak banks. Key changes include: ...ly intervention and the use of recovery and resolution tools, and updating supervisory communication policies for distressed banks;</li>

3 KB (467 words) - 11:47, 26 March 2021
BCBS D465
''Overview of Pillar 2 supervisory review practices and approaches''. ...ractices and approaches describes key concepts of Pillar 2 and supervisory review practices in use across Basel Committee member jurisdictions.

2 KB (344 words) - 11:49, 26 March 2021
BCBS JOINT13
...ion contained in the report. The key points raised during the consultation process are described at the end of this Summary. ...ticipants and supervisors in the areas of risk management, disclosure, and supervisory approaches. The recommendations specifically address the additional questio

5 KB (805 words) - 11:50, 26 March 2021
BCBS JOINT19
''Cross-sectoral review of group-wide identification and management of risk concentrations''. ...visors with principles for ensuring through the regulatory and supervisory process the prudent management and control of risk concentrations in financial cong

4 KB (656 words) - 11:50, 26 March 2021
BCBS WP2
''Supervisory lessons to be drawn from the Asian crisis''. ...the quantitative solvency requirements, the qualitative supervisory review process, and some other areas. By way of background to these recommendations, major

3 KB (372 words) - 11:50, 26 March 2021
BCBS WP7
...this paper would be welcome, and should be submitted to relevant national supervisory authorities and central banks and may also be sent to the Secretariat of th ...reinforce minimum capital standards (Pillar 1) and the supervisory review process (Pillar 2), and so promote safety and soundness in banks and financial syst

6 KB (855 words) - 11:51, 26 March 2021