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Key regulations: supervision

Guidelines on SREP
Scope: EU | Regulator: EBA | Industry: Banking | Topic: SREP | Date of publication: Julio, 2018
The EBA has published three GLs regarding: i) common procedures and methodology for SREP and supervisory stress testing, ii) the management of interest rate risk arising from non-trading activities (IRRBB), and iii) institution’s stress testing. These GLs aim to update the existing regulation on these aspects, i.e. the EBA GL on SREP published in 2014, the EBA GL on the management of the IRRBB published in 2015, and the Committee of European Banking Supervisors GL on stress testing (CEBS GL 32) published in 2010, respectively.
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Guide to banking supervision
Scope: EU | Regulator: ECB | Industry: Banking | Topic: Supervision | Date of publication: November, 2014
Guide explaining the operation of the Single Supervisory Mechanism (SSM) and providing guidance on SSM supervisory practices.
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ECB Comprehensive Assessment (CA)
Scope: EU | Regulator: ECB | Industry: Banking | Topic: Supervision | Date of publication: August, 2014
Comprehensive Assessment performed by the ECB, before fully taking charge of supervisory functions and bearing overall responsibility for prudential supervision in the euro area, regarding significant entities over which it would exert direct supervision, in order to have an overview of the status of these entities (balance sheets and risk profiles).
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Guide to Targeted Review of Internal Models (TRIM)
Scope: EU | Regulator: ECB | Industry: Banking | Topic: Internal models | Date of publication: February, 2017
ECB guide to the TRIM, which aims at enhancing the credibility and confirming the adequacy of approved Pillar I internal models (for credit, market and counterparty credit risks) permitted for use by significant institutions when calculating own funds requirements. The Guide provides information on supervisory practices and the interpretation of the EU regulatory framework.
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Guides on ICAAP and ILAAP
Scope: EU | Regulator: ECB | Industry: Banking | Topic: ICAAP and ILAAP | Date of publication: November, 2018
The Final Guide to the ICAAP and a Final Guide to the ILAAP aim at developing a more detailed set of supervisory expectations regarding these two processes. In particular, these Guides include seven principles for the ICAAP and seven principles for the ILAAP, which are defined in parallel taking into account each risk’s specifications, regarding several aspects such as internal governance, management, continuity of the institutions, and material risks.
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Guidelines on information and communication technology (ICT) risk assessment under SREP
Scope: EU | Regulator: EBA | Industry: Banking | Topic: ICT; SREP | Date of publication: May, 2017
Final Guidelines on the assessment of the ICT risk under the Supervisory Review and Evaluation Process (SREP). These GL, addressed to competent authorities, are intended to promote common procedures and methodologies for the assessment of the ICT risk under the SREP.
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Guidance on leveraged transactions
Scope: EU | Regulator: ECB | Industry: Banking | Topic: Credit risk | Date of publication: May, 2017
Guidance on leveraged transactions that summarises ECB key supervisory expectations concerning these transactions, and the ongoing monitoring of both syndication risk and the fundamental credit quality of leveraged exposures.
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© GMS Management Solutions, S.L., 2020. All rights reserved. The information contained on this publication is of a general nature and does not constitute a professional opinion or an advisory service. The data used in this publication come from public sources. GMS Management Solutions, SL assumes no liability for the veracity or accuracy of such data.