Case of NBR

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OUTLINEI. General considerationsII. ICAAP and ILAAP under SREPIII. Legal basis for ICAAP, ILAAP, and SREPIV. ICAAP – NBR approachV. ICAAP – NBR questionnaireVI. ICAAP disclosureVII. ILAAP – NBR approachVIII. ILAAP disclosure2
I. General considerations (1)• The Pillar 2 supervisory review process is an integral part of the Basel Framework andconsequently of the EU regulations.• A fundamental objective of the Basel Committee's work, when Basel II framework wasintroduced in 2004, was to reinforce the minimum capital requirements of the first pillarwith a robust implementation of the second pillar. This included efforts by banks toassess their capital adequacy and by supervisors to review such assessments.• SREP it is intended to ensure that banks not only have adequate capital to support all therisks in their business but also develop and use better risk management techniques inmonitoring and managing these risks.Source BIS3
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