BCBS 239
Risk reporting practices (Principles 7 to 11) – BCBS 239

BCBS 239 P10: Principle 10: frequency of risk reports

The board and senior management (or other recipients) set how often reports are produced and distributed, reflecting recipients' needs, the nature and speed of change of the risk and the report's importance to decisions; frequency increases in stress. The bank periodically assesses each report's purpose, sets production timeframes for normal and stress situations and routinely tests its ability to produce accurate reports within them, especially under stress. Supervisors expect all relevant critical credit, market and liquidity position and exposure reports to be available within a very short time in stress, with some information needed intraday.

Maintained by Gerard BlokdykVerified against the published standard Control text last updated

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  • SRP36 Meet the risk data aggregation and risk reporting principles (systemically important banks)

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