Overview of Pillar 2 supervisory review practices and approaches

5 October 2019 Regulations

The report covers key areas of the Pillar 2 supervisory review process, including the risk assessment process, risk appetites, board and senior management roles and supervisory practices adopted to enhance transparency, and bank disclosure practices. The report further describes a number of selected Pillar 2 risks, including business risk and interest rate risk in the banking book. Lastly, the report presents a range of actions that are taken under Pillar 2. Case studies are included throughout the report to illustrate supervisory practices.

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