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Commission Delegated Regulation (EU) 2022/439

Preamble
Recitals 38
Chapter 1 - GENERAL PROVISIONS ON THE ASSESSMENT METHODOLOGY (Article 1-5) 5
Chapter 2 - ASSESSMENT METHODOLOGY FOR SEQUENTIAL IMPLEMENTATION PLANS AND PERMANENT PARTIAL USE OF THE STANDARDISED APPROACH (Article 6-8) 3
Chapter 3 - ASSESSMENT METHODOLOGY FOR THE FUNCTION OF VALIDATION OF INTERNAL ESTIMATES AND OF THE INTERNAL GOVERNANCE AND OVERSIGHT OF AN INSTITUTION (Article 9-17) 9
Chapter 4 - ASSESSMENT METHODOLOGY FOR USE TEST AND EXPERIENCE TEST (Article 18-22) 5
Chapter 5 - ASSESSMENT METHODOLOGY FOR ASSIGNMENT OF EXPOSURES TO GRADES OR POOLS (Article 23-25) 3
Chapter 6 - ASSESSMENT METHODOLOGY FOR IDENTIFICATION OF DEFAULTS (Article 26-29) 4
Chapter 7 - ASSESSMENT METHODOLOGY FOR RATING SYSTEMS DESIGN, OPERATIONAL DETAILS AND DOCUMENTATION (Article 30-40) 11
Chapter 8 - ASSESSMENT METHODOLOGY FOR RISK QUANTIFICATION (Article 41-58) 18
Chapter 9 - ASSESSMENT METHODOLOGY FOR ASSIGNMENT OF EXPOSURES TO EXPOSURE CLASSES (Article 59-62) 4
Chapter 10 - ASSESSMENT METHODOLOGY FOR STRESS TEST USED IN ASSESSMENT OF CAPITAL ADEQUACY (Article 63-66) 4
Chapter 11 - ASSESSMENT METHODOLOGY FOR THE CALCULATION OF OWN FUNDS REQUIREMENTS (Article 67-71) 5
Chapter 12 - ASSESSMENT METHODOLOGY FOR DATA MAINTENANCE (Article 72-75) 4
Chapter 13 - ASSESSMENT METHODOLOGY OF INTERNAL MODELS FOR EQUITY EXPOSURES (Article 76-82) 7
Chapter 14 - ASSESSMENT METHODOLOGY FOR MANAGEMENT OF CHANGES TO RATING SYSTEMS (Article 83-84) 2
Chapter 15 - FINAL PROVISION (Article 85) 1

Article 66 - Integration of the stress tests in the risk and capital management processes

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Article 66

Integration of the stress tests in the risk and capital management processes

When assessing the integration of the stress tests in the risk and capital management processes of the institution for the purposes of Article 177 of Regulation (EU) No 575/2013, competent authorities shall verify that:

((a))

the institution takes into account the results of stress tests in its decision-making process, in particular with regard to risk and capital management;

((b))

the institution takes into account the results of stress tests within the capital management process and identifies possible events or future changes in economic conditions for the purposes of capital requirements.

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