Monitor and manage portfolio credit risks

Aufsichtserwartung

Institutions are expected to monitor and manage credit risks in their portfolios, in particular through sectoral/geographic/single-name concentration analysis, including credit risk concentrations stemming from climate-related and environmental risks, and using exposure limits or deleveraging strategies.

Adressat: Institutions

Fundstelle: 106

Quelldokument

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