Case of NBR

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IV. ICAAP- NBR approach (2)‣ NBR periodically review (at least annually) the institution’s ICAAP anddetermine their: Soundness (policies, processes, inputs and models constituting theICAAP are proportionate to the nature, scale and complexity of theactivities of the institution) Effectiveness (examine ICAAP use in the decision-making andmanagement process at all levels in the institution) Comprehensiveness (assess the ICAAP coverage of business lines,legal entities and risks to which the institution is or might be exposed,and the ICAAP compliance with legal requirements)26
IV. ICAAP- NBR approach (3)‣ NBR assess how ICAAP is integrated into overall risk management and strategicmanagement practices, including capital planning, these contribute to the calculationof additional own funds requirements and the assessment of capital adequacy (whenset up TSCR)‣ When performing our assessments, we use all available information sources,including regulatory reporting, ad-hoc reporting agreed with the institution, theinstitution’s internal metrics and reports (e.g. internal audit report, riskmanagement reports, information from the ICAAP), on-site inspection reports etc.‣ The assessment is intended to be institution-specific, but comparison with peersare considered in order to identify potential exposure to risks to capital.‣ In the assessment of risks to capital, we also evaluate the accuracy and prudencyof the calculation of minimum own fund requirements to identify situations whereminimum own funds calculations may underestimate the actual level of risk‣ Both the ICAAP and stress testing processes and results comprise part of theframework used by NBR supervisors to assess the capital adequacy of banks.27
Page 1 and 2: ICAAP and ILAAPNBR approachLucretia
Page 3 and 4: I. General considerations (1)• Th
Page 5 and 6: I. General considerations (3)• Pi
Page 7 and 8: II. ICAAP and ILAAP under SREP (2)7
Page 15 and 16: II. ICAAP and ILAAP under SREP (10)
Page 17 and 18: III. Legal basis for ICAAP, ILAAP a
Page 25: IV. ICAAP- NBR approach (1)‣ ICAA
Page 29 and 30: IV. ICAAP- NBR approach (5)Risk typ
Page 31 and 32: IV. ICAAP - NBR approach (7)Memoran
Page 33 and 34: V. ICAAP- questionnaire (2)Informat
Page 35 and 36: V. ICAAP - questionnaire (4)Informa
Page 37 and 38: VI. ICAAP disclosure (2)• The eco
Page 39 and 40: VI. ICAAP disclosure (4)• Economi
Page 41 and 42: VII. ILAAP - NBR approach (2)• Du
Page 43 and 44: VII. ILAAP - NBR approach (4)ILAAP
Page 45 and 46: VIII. ILAAP disclosure (2)Bank has
Page 47: VIII. ILAAP disclosure (4)• The c

Case of NBR

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