Search Results - subject:"SREP"

The role of judgement in supervisory scores and additional capital requirements assigned to banks

Bobeică, Gabriel; Oprică, Silviu - 2026

yearly Supervisory Review and Evaluation Process (SREP), which evaluates banks' risks and sets supervisory actions. We also …

Persistent link: https://www.econbiz.de/10015641464

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

Adoption of solar renewable energy products : SPAR4-systematic literature review

Agarwal, Richa; Bhadauria, Artee; Rajwanshi, Rohit; … - In: International journal of Indian culture and business … 32 (2024) 2, pp. 187-208

Persistent link: https://www.econbiz.de/10015064687

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 : JRFM 13 (2020) 8/174, 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/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

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

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

Does individual SREP results reveal real news?

Ferretti, Riccardo; Venturelli, Valeria; Azzaretto, … - In: Finance research letters 57 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014513388

Max headroom : discretionary capital buffers and bank risk

Lubberink, Martien - In: International review of financial analysis 84 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013472949