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  2. EBA - European Banking Authority
  3. Final Reports
  4. 2022
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  1. Final Report - Guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing under Directive 2013/36/EU (EBA/GL/2022/03) (applicable from 1 January 2023)
  2. Guidelines
  3. Title 7. SREP capital assessment (paras. 360-449)
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Title 7. SREP capital assessment (paras. 360-449)

Comparing proposed amendment...
7.1 General considerations (paras. 360-365)
7.2 Determining additional own funds requirements for risks other than the risk of excessive leverage (para. 366)
7.2.1 Determining additional own funds to cover unexpected losses (paras. 367-385)
7.2.2 Determining own funds or other measures to cover model deficiencies (para. 386)
7.2.3 Determining own funds or other measures to cover other deficiencies (paras. 387-389)
7.2.4 Determining the composition of additional own funds requirements (paras. 390-391)
7.3 Additional own funds requirements for the risk of excessive leverage (para. 392)
7.3.1 Assessment of risk of excessive leverage (paras. 393-394)
7.3.2 Determination of additional own funds requirement to address the risk of excessive leverage (paras. 395-398)
7.3.3 Composition of additional own funds requirement to address the risk of excessive leverage (paras. 399-400)
7.4 Reconciliation with the capital buffers and any macroprudential requirements (para. 401)
7.5 Determining the TSCR, TSLRR, OCR and OLRR (paras. 402-409)
7.6 Articulation and justification of own funds requirements (paras. 410-419)
7.7 Meeting requirements in stressed conditions (paras. 420-422)
7.7.1 Using P2G to address the quantitative outcomes of stress testing (paras. 423-442)
7.7.2 Capital planning and other supervisory measures to address capital adequacy in stressed conditions (paras. 443-448)
7.8 Summary of findings and scoring (para. 449)
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