BANKING RISK 54: SREP & SSM

Expert article
Autor: Vesna Matić
JEL: G21, G31
doi: 10.5937/bankarstvo1702158M
SCINDEX

Summary: The aims defined by the Basel Accord II, Pillar 2 as the process of enhancing the link between the bank’s risk profile, its risk management and sound estimation of the required economic capital, are based on the two equally important components - a sound risk management framework in the bank (strategy, process) and effective management of the process (ICAAP), as well as the supervisory review and evaluation process (SREP).

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