BCBS 239
Risk data aggregation capabilities (Principles 3 to 6) – BCBS 239

BCBS 239 P6: Principle 6: adaptability of aggregation

The bank can generate aggregate risk data for a broad range of on-demand and ad hoc requests, including in stress, for changing internal needs and for supervisory queries, and to assess emerging risks, forecasting, stress testing and scenario analysis. Adaptability covers flexible aggregation processes for quick decisions; customisation to users (dashboards, key takeaways, anomalies), drill-down and quick summary reports; incorporation of changes in business organisation or external factors; and incorporation of regulatory changes. Supervisors expect the bank to produce data subsets for requested scenarios or economic events, for example country credit exposures (sovereign, bank, corporate and retail) as of a given date from a list of countries, and industry exposures across all business lines and regions.

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

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