Assess trading book risks in normative perspective

Aufsichtserwartung

In line with the nature of the ICAAP perspectives, institutions are expected to assess in the normative perspective, as a minimum, risks arising from debt, equity and equity-related financial instruments in the regulatory trading book, as well as foreign exchange positions and commodities risk positions assigned to both the trading and banking book.

Adressat: institutions

Quelldokument

• Guide on climate-related and environmental risks - Supervisory expectations relating to risk management and disclosure (November 2020)