Consider risks when determining capital adequacy

Aufsichtserwartung

Institutions are expected to take into consideration the impact of climate-related and environmental risks when determining their capital adequacy in a way that enables the institution to sustainably follow its business model by ensuring economic and normative capital adequacy.

Adressat: Institutions

Fundstelle: Expectation 7.6

Quelldokument

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