XI. Pillar 2 – Internal Capital Adequacy Assessment Process (ICAAP)
C 52/2017 STA Effective from 1/12/2022- I. Introduction and Scope
- II. Definitions
- III. Importance of Supervisory Review
- IV. Four Key Principles of Supervisory Review
- V. Specific Issues to be Addressed Under the Supervisory Review Process
- A. Interest Rate Risk in the Banking Book
- B. Stress Tests
- C. Residual Risk
- D. Risk Concentration
- E. Counterparty Credit Risk
- F. Operational Risk
- G. Market Risk
- H. Reputational Risk and Implicit Support
- I. Market Conduct Risk
- J. Liquidity Risk Management and Supervision
- K. Valuation Practices
- L. Sound Stress Testing Practices
- VI. Other Aspects of the Supervisory Review Process
- VIII. Shari’ah Implementation
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