The ability of institutions to effectively manage and aggregate risk-related data is an essential precondition for … sound decision-making and strong risk governance. This applies to any data used to steer and manage institutions, both … strategically and operationally, as well as data used for risk, financial and supervisory reporting. …

risk management (IGRM) of significant institutions as part of the Supervisory Review and Evaluation Process (SREP). …

. We estimate a simple version of the model using market equity returns data to analyse spillovers in the values at risk … absorbed by the system. We show how the long-run risk of the largest and most leveraged financial institutions is very …

view to enhancing the assessment of risk in the held-to-maturity portfolios of euro area banks and to furthering its … monitoring of interest rate risk and liquidity risk. …