Case of NBR
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V. ICAAP- questionnaire (3)
Information regarding the internal capital and its allocation
‣ Define the internal capital used to cover the capital estimations within ICAAP, also
providing a detailed description of the capital elements/instruments had in view.
‣ Describe the main differences between internal capital items/instruments and
regulated capital items / instruments.
‣ Describe the methodology and assumptions / hypothesis used by the credit institution
to allocate internal capital on business lines
‣ Describe the monitoring process (comparison between the estimates of internal
capital and the allocated capital), including the escalation procedures
Information regarding capital planning
‣ Make a general description of the capital planning process, including the dimensions
envisaged (e.g., internal, regulatory), time horizon, capital elements / instruments,
capital measures, etc.
‣ Make a description of the main assumptions underlying capital planning.
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