ECB stress-test

178

pages

English

Documents

2014

Écrit par
European Central Bank

Publié par
Angel.Xp

Lire

Le téléchargement nécessite un accès à la bibliothèque YouScribe Tout savoir sur nos offres

178

pages

English

Ebook

2014

Lire

Le téléchargement nécessite un accès à la bibliothèque YouScribe Tout savoir sur nos offres

Publié par

Angel.Xp

Publié le

29 octobre 2014

Nombre de lectures

Langue

English

Poids de l'ouvrage

1 Mo

AGGREGATE REPORT ON THE COMPREHENSIVE ASSESSMENT October 2014 The document at hand constitutes an analysis of the disclosure data (comprehensive assessment disclosure template / EBA transparency template) published on 26 October 2014 conducted by the ECB. In case of discrepancies, the disclosure data, as agreed with the national competent authorities, supersedes this report. © European Central Bank, 2014 Address Kaiserstrasse 29, 60311 Frankfurt am Main, Germany Postal address Postfach 16 03 19, 60066 Frankfurt am Main, Germany +49 69 1344 0 Telephone Internet http://www.ecb.europa.eu All rights reserved. Reproduction for educational and non-commercial purposes is permitted provided that the source is acknowledged. ISBN 978-92-899-1464-2 10.2866/26036 DOI EU catalogue number QB-05-14-014-EN-N Contents Foreword 1 1 Executive summary 2 1.1 Comprehensive assessment 2 1.2 Outcomes of the comprehensive assessment 4 1.3 Structure of this report 11 1.4 Comprehensive assessment in numbers 12 2 Nature of the comprehensive assessment 13 2.1 Rationale 13 2.2 Components 14 2.3 Execution 14 2.4 Characteristics of the comprehensive assessment 17 3 Scope of the exercise and methodological overview 20 3.1 Participating banks 20 3.2 Overview of the methodology 23 3.3 Risks not addressed in the comprehensive assessment 39 4 Quality assurance 41 4.1 AQR quality assurance 41 4.

Voir