The MNB has published its requirements and methodologies for the 2022 ICAAP, ILAAP, BMA reviews as part of the standard annual update. Requirements for the portfolios of the NKP bonds and green loans have changed in line with their increasing role. In addition, the MNB refined the classic elements of the ICAAP, thus changing the interest rate risk reporting and benchmark model, expectations for the risky portfolios, operational risk and stress testing, The section of the market and counterparty risk of the Handbook have been updated in parallel with application of the CCR2. During the 2022 ICAAP and ILAAP revision, the MNB already expects the new requirements to be applied.
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