Case of NBR

V. ICAAP- questionnaire (1)
Information regarding the general ICAAP framework
‣ What is the main purpose of the ICAAP in your credit institution
‣ What is the field of application of the ICAAP in your credit institution
‣ What is the level of the capital surplus/deficit resulting from the ICAAP
‣ Indicate the similitudes and differences between the ICAAP and regulated capital
requirements.
‣ Describe the risk identification approach (including the concentration risk
approach) as well as the identified risks included in relevant categories and subcategories
of risk covered by ICAAP, inclusively the approach on determining of
the materiality (significance) of risks within your credit institution.
‣ Describe the main objectives/principles and presumptions of ICAAP, inclusively
the way they ensure capital adequacy.
‣ Mention which is the ICAAP time horizon defined by your institution.
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