Case of NBR

III. Legal basis for ICAAP, ILAAP and SREP (5)
Regulation no.5/2013
‣ Credit institutions shall draw up annually an ICAAP report that must include:
the manner in which the internal capital adequacy assessment process is
structured
the assumptions used for determining the risks by sectors and the risk types
the risk sensitivity and the confidence levels used for risk quantification
the means for risk aggregation in order to determine the internal capital
requirement
the assumptions used for determining the internal capital availability,
including the time horizon taken into account in planning the internal capital
the identification of aspects needing improvement and the measures planned
to that end at the credit institution level.
The report will be drawn up solo level and, where appropriate, at consolidated
level.
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