The MNB has published an updated version of the ICAAP-ILAAP-BMA handbook, the most important news are presented in our February newsletter. Among the changes are the green preferential capital requirement, the real estate financing project capital requirement, expected loss and the changes in the related supervisory benchmark rules, the changes affecting concentration risk of small banks, the topic of capital guidance and the benchmark model of the interest rate risk in the banking book. Finally, we present the other minor changes. We wrote about the previous changes of the ICAAP-ILAAP-BMA handbook in our August 2020 (NHP and NKP exposures) and February 2020 (annual review) newsletters. Experiences related to the MNB’s comprehensive and other investigations were summarized in the December 2020 newsletter
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