Response to consultation on revised Guidelines for common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing
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Q1. What are the respondents’ views on the overall amendments and clarifications made to the revised guidelines (across Titles 2 – 12)?
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Q2. What are the respondents’ views on the integration of ESG risks and factors across the existing SREP elements in the revised guidelines?
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Q3. What are the respondents’ views on the enhanced simplification and proportionality aspects?
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Q4. What are the respondents’ views on the introduction of a high-level escalation framework?
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Q5. Do you consider the coverage and level of detail of this Title appropriate for its intended purpose?
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Q6. Do you consider the coverage and level of detail of this Title appropriate for its intended purpose?
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Q7. What are the respondents’ views on the updated section 5.7 “ICT systems, risk data aggregation and risk reporting”?
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Q8. Do you consider the coverage and level of detail of this Title appropriate for its intended purpose?
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Q9. Do you agree with the treatment proposed to account for transfer pricing risk in the context of trading book activities? Please elaborate.
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Q10. What are the respondents’ views on the integration of the EBA GL on ICT risk assessment under the SREP (EBA/GL/2017/05) and DORA aspects?
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Q11. What are the respondents’ views on the introduction of operational resilience (section 6.4.5)?
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Q12. What are respondents’ views on the additional section on CSRBB and the combined score for IRRBB and CSRBB?
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Q13. What are the respondents’ views on the proposed assessment of the interaction between Pillar 1 and Pillar 2 requirements and on the proposed approach for operationalizing concerning cases where an institution becomes bound by the output floor?
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Q14. What are the respondents’ views on the merger with the ‘SREP liquidity assessment’ and the merger of the scores into a combined liquidity and funding adequacy score?
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Q15. What are the respondents’ views in relation to enhanced communication aspects?
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Q16. Do you consider the coverage and level of detail of this Title appropriate for its intended purpose?
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Q17. Do you consider the coverage and level of detail of this Title appropriate for its intended purpose?
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Q18. Do respondents consider the guidance for the assessment of third-country branches appropriate and sufficiently clear?
See attachment.