Reports cover all material risk areas with depth and scope proportionate to the bank's size, complexity and risk profile and to recipients' needs: exposure and position information for all significant risk areas (credit, market, liquidity, operational) and their components (single name, country, industry for credit), plus risk-related measures such as regulatory and economic capital. Reports identify emerging concentrations, set information against limits and appetite, propose actions where appropriate, show the status of measures agreed by the board or senior management, and support forward-looking forecasts and stress tests. Supervisors expect reporting requirements suited to the business model, and an aggregated report to include at least capital adequacy, regulatory capital, capital and liquidity ratio projections, credit, market, operational and liquidity risk, stress test results, inter- and intra-risk concentrations, and funding positions and plans, with forecasts or scenarios for key market variables so the board sees the likely path of capital and risk profile. The bank develops forward-looking capabilities to warn early of potential limit breaches and to run flexible stress testing.
This control maps to 3 controls across 2 other frameworks. If you already hold one of them, the evidence you collected for it is the starting point here rather than new work.
Every mapping shown was judged rather than inferred from wording similarity, and the ones that failed review are published too. See the coverage reports and what was rejected.
The graph holds this control, the 3 it maps to, and the evidence behind each claim, over MCP and REST.