Basel IV: The Challenge of II Pillar for Risk Management Function

Pasqualina Porretta and Fabrizio Santoboni

A chapter in Risk Management from IntechOpen

Abstract: The book is based on Supervisory Review and Evaluation Process (SREP) is conducted annually by the Supervisory Authorities to verify that each bank (Significant/Less Significant) has implemented strategies, processes, capital, and liquidity assessment process appropriate to the business model and overall planning activity and risk governance system. Analysis of the aims, the features, and the different phases of SREP and the proportionality principles on which the Single Rulebook is based. Some reflections about proportionality principle of Single Rule Book and new skills required to Risk Management function. The research emphasised the need for a holistic approach also in Risk Management and the bank's business activity.

Keywords: SREP; PILLAR 2; Business Model Analysis; Risk Management (search for similar items in EconPapers)
JEL-codes: M1 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:ito:pchaps:223065

DOI: 10.5772/intechopen.96929

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