Case of NBR

More documents

Recommendations

Info

IV. ICAAP- NBR approach (4)28
IV. ICAAP- NBR approach (5)Risk type Risk sub- category Risk level Details (in case nonsignificant risk)Risk assessmentmethodologyCredit risk Default risk High IRB foundationSecuritization risk Non significant No securitizationtransactionsImmaterialResidual risk from CRM Medium Qualitative measures(standard contracts , foureyes principles, collateralreevaluation)Market risk FX risk in banking book Medium Standardize approachOperational risk Medium BIALiquidity risk Low Qualitative measures29
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 and 26: IV. ICAAP- NBR approach (1)‣ ICAA
Page 27: IV. ICAAP- NBR approach (3)‣ NBR
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

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?