1. European
  2. EBA - European Banking Authority
  3. Guidelines
  4. 2014
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  1. Guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing - Consolidated version (EBA/GL/2014/13) (repealed with effect from 1 January 2023)
  2. Title 6. Assessing risks to capital (paras. 137-341)
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Title 6. Assessing risks to capital (paras. 137-341)

Comparing proposed amendment...
6.1 General considerations (paras. 137-153)
6.2 Assessment of credit and counterparty risk (paras. 154-218)
6.2.1 General considerations (paras. 154-155)
6.2.2 Assessment of inherent credit risk (paras. 156-200)
6.2.3 Assessment of credit risk management and controls (paras. 201-217)
6.2.4 Summary of findings and scoring (para. 218)
6.3 Assessment of market risk (paras. 219-254)
6.3.1 General considerations (paras. 219-222)
6.3.2 Assessment of inherent market risk (paras. 223-239)
6.3.3 Assessment of market risk management and controls (paras. 240-252)
6.3.4 Summary of findings and scoring (paras. 253-254)
6.4 Assessment of operational risk (paras. 255-309)
6.4.1 General considerations (paras. 255-258)
6.4.2 Assessment of inherent operational risk (paras. 259-289)
6.4.3 Assessment of reputational risk (paras. 290-293)
6.4.4 Assessment of operational risk management, measurement and controls (paras. 294-308)
6.4.5 Summary of findings and scoring (para. 309)
6.5 Assessment of interest rate risk from non-trading activities (paras. 310-341)
6.5.1 General considerations (paras. 310-312)
6.5.2 Assessment of inherent IRRBB (paras. 313-329)
6.5.3 Assessment of IRRBB management and controls (paras. 330-340)
6.5.4 Summary of findings and scoring (para. 341)
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