Transcription of Consultation paper on revised SREP guidelines
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GL ON COMMON PROCEDURES AND METHODOLOGIES FOR SREP AND SUPERVISORY STRESS TESTING EBA/CP/2021/26 28 June 2021 Consultation paper Draft guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing under Directive 2013/36/EU GL ON COMMON PROCEDURES AND METHODOLOGIES FOR SREP AND SUPERVISORY STRESS TESTING 2 Contents 1. Responding to this Consultation 6 Submission of responses 6 Publication of responses 6 Data protection 6 2. Executive summary 7 Next steps 8 3. Background and rationale 9 4. Draft revised guidelines 16 Compliance and reporting obligations 18 Status of these guidelines 18 Reporting requirements 18 Title 1. Subject matter, definitions, level of application and implementation 19 Subject matter 19 Definitions 19 Level of application 23 Date of application 24 Repeal 24 Title 2. The common SREP 25 Overview of the common SREP framework 25 Categorisation of institutions 25 Continuous assessment of risks 26 Periodic assessment of capital and liquidity adequacy 27 Overall SREP assessment 28 Dialogue with institutions, application of supervisory measures and communicating findings 28 Scoring in the SREP 29 Risk scores 30 Viability scores including an overall SREP score 30 Organisational arrangements 33 Proportionality and supervisory engagement 34 Category 1 institutions 35 Category 2 institutions 35 Category 3 institutions 36
2.1.2 Continuous assessment of risks 26 2.1.3 Periodic assessment of capital and liquidity adequacy 27 2.1.4 Overall SREP assessment 28 2.1.5 Dialogue with institutions, application of supervisory measures and communicating findings 28 2.2 Scoring in …
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