Internal Capital Adequacy Assessment (ICAAP)

Confidence crunch

Many financial institutions calibrate their required level of economic capital by considering the probability of default associated with a target debt rating. However, as the financial crisis has shown, confidence in a bank can erode before its Tier I…

CEBS seeks comments on stress testing

The Committee of European Banking Supervisors (CEBS) has begun a consultation on technical guidance for stress testing under the Capital Requirements Directive (CRD). CP12 will aim to provide additional technical guidance to regulators, and complements…

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