ICAAP & ILAAP role in SREP

More documents

Recommendations

Info

SREP in Bank of Slovenia✓ SSM SREP manual for LSI – looking beyond24
SREP in Bank of Slovenia and SSM✓ BoS SREP outcome - ICAAP/ILAAP related measures adressing further improvements needed(integration in decision making, consistency with on-going risk management, interlinkage with otheraspects – RAF, strategy, limit system).✓ SSM SREP outcomeOverall SREP 2019 key messages✓ Overall, the two key risk management processes for capital andliquidity – ICAAPs and ILAAPs – show significant need forimprovements, also in light of their role in the SREP which willincrease in the future.ICAAP/ILAAP key messages✓✓2019 2018Overall ICAAPs and ILAAPs show significant need forimprovements.The biggest areas of concern are risk data and IT. Indeed,ICAAP approaches are very heterogeneous across banks,ICAAP figures reflect massive data quality issues and thequality of banks’ ILAAP submissions has not improved.ICAAP and ILAAP deficiencies are reflected in other parts ofthe SREP and in qualitative supervisory measures.Overall SREP 2018 key messages✓ ICAAPs and ILAAPs need to be furtherimproved.ICAAP/ILAAP related measuresadressing further improvements needed.Source: https://www.bankingsupervision.europa.eu/banking/srep/srep_2019/html/aggregate_results_2019.en.html#toc3https://www.bankingsupervision.europa.eu/ecb/pub/pdf/ssm.srep_methodology_booklet_2018~b0e30ced94.en.pdf25
Page 1 and 2: ICAAP and ILAAProle in SREPKatja Ci
Page 3 and 4: Regulatory aspect of ICAAP and ILAA
Page 5 and 6: Overview of EU regulationCRDIV✓ A
Page 7 and 8: Overview of EU regulation✓ EBA Gu
Page 9 and 10: Overview of EU regulation✓ Guidel
Page 11 and 12: Overview of EU regulation✓ Guidel
Page 13 and 14: Implementation in the national regu
Page 15 and 16: Implementation in national regulati
Page 17 and 18: Practical aspect of ICAAP and ILAAP
Page 19 and 20: Bank of Slovenia Supervisory Priori
Page 21 and 22: SREP in Bank of SloveniaSSM LSI SRE
Page 23: SREP in Bank of SloveniaSSM LSI SRE
Page 27 and 28: Final thoughts✓ Finding the right

ICAAP & ILAAP role in SREP

Create successful ePaper yourself

Delete template?

Save as template?