Search Results - subject:"SREP"

Act early or pay later: the role of qualitative measures in effective supervisory frameworks

Balan, Monica; Restoy, Fernando; Zamil, Raihan - 2025

Persistent link: https://www.econbiz.de/10015402198

Republic of Kazakhstan : technical assistance report : risk-based supervision Pillar 2 liquidity

Internationaler Währungsfonds - 2022

This virtual technical assistance (TA) mission assisted the Agency in strengthening liquidity elements of its risk-based supervisory framework. The mission focused on supporting the Agency with the development of internal supervisory methodology for the assessment of banks' ILAAP and setting...

Persistent link: https://www.econbiz.de/10013168865

Surmounting an existential challenge : the European banking authority's search for a sustainable supervisory role after the banking union

Božina Beroš, Marta - 2021

Persistent link: https://www.econbiz.de/10012632236

Stochastic optimization system for bank reverse stress testing

Montesi, Giuseppe; Papiro, Giovanni; Fazzini, Massimiliano - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-43

The recent evolution of prudential regulation establishes a new requirement for banks and supervisors to perform reverse stress test exercises in their risk assessment processes, aimed at detecting default or near-default scenarios. We propose a reverse stress test methodology based on a...

Persistent link: https://www.econbiz.de/10012611398

Stochastic optimization system for bank reverse stress testing

Montesi, Giuseppe; Papiro, Giovanni; Fazzini, Massimiliano - In: Journal of risk and financial management : JRFM 13 (2020) 8/174, pp. 1-43

Persistent link: https://www.econbiz.de/10012322078

SREP exercise and resolution planning outcomes as inside information under MAR

Sciarrone Alibrandi, Antonella; Malvagna, Ugo - 2020

Supervisory Review and Evaluation Process (SREP), i.e. the so called SREP decision, and b) the resolution planning (including the … Supervision and Resolution Authorities, under SREP and resolution planning, actually have to be disclosed. This paper focuses on … SREP exercise and resolution planning (including MREL calibration) decisions, assessing their relevance as inside …

Persistent link: https://www.econbiz.de/10012427914

Bank stress testing: A stochastic simulation framework to assess banks' financial fragility

Montesi, Giuseppe; Papiro, Giovanni - In: Risks 6 (2018) 3, pp. 1-54

We present a stochastic simulation forecasting model for stress testing that is aimed at assessing banks' capital adequacy, financial fragility, and probability of default. The paper provides a theoretical presentation of the methodology and the essential features of the forecasting model on...

Persistent link: https://www.econbiz.de/10011996640

Bank stress testing : a stochastic simulation framework to assess banks' financial fragility

Montesi, Giuseppe; Papiro, Giovanni - In: Risks : open access journal 6 (2018) 3, pp. 1-54

We present a stochastic simulation forecasting model for stress testing that is aimed at assessing banks’ capital adequacy, financial fragility, and probability of default. The paper provides a theoretical presentation of the methodology and the essential features of the forecasting model on...

Persistent link: https://www.econbiz.de/10011890804

Nepal: The National Monitoring and Evaluation System and the SREP Investment Plan

Asian Development Bank; Asian Development Bank (ADB) - 2014

strengths and challenges in integrating Scaling Up Renewable Energy Program in Low Income Countries (SREP) results framework and … investment plan with the national M&E system. Discussions are based on the results of the SREP M&E workshop held in Kathmandu …

Persistent link: https://www.econbiz.de/10011124409

ADB and the Climate Investment Funds: Climate Change Innovation and Action in Asia and the Pacific

Asian Development Bank; Asian Development Bank (ADB) - 2014

Since the inception of the Climate Investment Funds (CIF), the Asian Development Bank (ADB) has participated in the preparation of 16 investment plans in 14 countries. Under these plans, ADB is administering $1.6 billion in funding for 37 projects across the region. This document presents...

Persistent link: https://www.econbiz.de/10011124411