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review and evaluation process (SREP) and supervisory stress testing - Consolidated version (EBA/GL/2014/13) (repealed with effect from 1 January 2023)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 7. SREP capital assessment (paras. 342-408)
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Title 7. SREP capital assessment (paras. 342-408)

Comparing proposed amendment...
7.1 General considerations (paras. 342-347)
7.2 Determining additional own funds requirements (paras. 348-369)
7.2.1 Determining additional own funds to cover unexpected losses (paras. 349-366)
7.2.2 Determining own funds or other measures to cover model deficiencies (para. 367)
7.2.3 Determining own funds or other measures to cover other deficiencies (para. 368)
7.2.4 Determining own funds or other measures to cover funding risk (para. 369)
7.3 Reconciliation with macro-prudential requirements (para. 370)
7.4 Determining the TSCR (paras. 371-374)
7.5 Articulation of own funds requirements (paras. 375-379)
7.6 Assessing the risk of excessive leverage (para. 381)
7.7 Meeting requirements over the economic cycle (paras. 382-407)
7.7.1 Using P2G to address the quantitative outcomes of stress testingDetermining and setting P2G (paras. 385-401)
7.7.2 Capital planning and other supervisory measures to address capital adequacy in stressed conditions (paras. 402-407)
7.8 Summary of findings and scoring (para. 408)
7.9 Communication of prudential requirements
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