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SS31/15 - The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP)1 Introduction2 Expectations of firms undertaking an ICAAP3 Stress testing, scenario analysis and capital planning4 Reverse stress testing5 The SREPAnnex - SS31/15 updates
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Version date: 11 May 2023 - onwards
Version 13 of 13

SS31/15 - The Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP) (effective from 11 May 2023)

Published 11 May 2023

This Supervisory Statement (SS) has been updated following publication of PS5/23 – Risks from contingent leverage and is effective from 11 May 2023.

1 Introduction
2 Expectations of firms undertaking an ICAAP
3 Stress testing, scenario analysis and capital planning
4 Reverse stress testing
5 The SREP
Annex - SS31/15 updates
Next