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Slovene experience and practical guidelines for banking supervisors on SREP, ICAAP & ILAAP

Presentation from the third webinar at the online learning Review of Capital and Liquidity Adequacy Processes

Presentation from the third webinar at the online learning Review of Capital and Liquidity Adequacy Processes

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Overview of EU regulation

✓ Guidelines on ICAAP and ILAAP information collected for SREP purposes

(EBA/GL/2016/10)

✓ Guidelines specify what information, regarding ICAAP and ILAAP, competent

authorities should collect from the institutions in order to perform their assessments:

✓ an overarching document (‘reader’s manual’) that facilitates the assessment of ICAAP and

ILAAP documents and provides an extended index of the documents and their status

✓ general information about ICAAP and ILAAP frameworks, business model and strategy,

as well as governance arrangements, and stress testing programmes

✓ ICAAP-specific information

✓ ILAAP-specific information

✓ summary of main conclusions from ICAAP and ILAAP and quality assurance information

(Capital adequacy statement and Liquidity adequacy statement)

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