The started a consultation on additional technical guidance on application of the supervisory review process under the Capital Requirements Directive. CEBS proposes common guidance on how the interest rate risks could be measured and managed by institutions and assessed by supervisors in the context of the supervisory review process.
The supervisory review process is designed to enhance the link between the risks taken on by credit institutions and investment firms, the management of those risks, and the capital they hold against them. The cornerstone of the supervisory review process will be a structured dialogue between institutions and supervisors when reviewing and evaluating the institution's risk profile and capital needs.
Deadline for consultation is 23 June 2006.
Press release
Consultation paper
© CEBS - Committee of European Banking Supervisors
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