These revised EBA Guidelines provide a broader approach to concentration risk management than the previous Guidelines. In these revised Guidelines, the EBA stresses that, in order to identify the concentration risk within an institution, it is not sufficient only to analyse within a risk type (intra-risk analysis) but that analysis of concentration risk across risk types (inter-risk analysis), including credit, market, operational and liquidity risk, is also necessary.
EBA Guidelines on the Management of Concentration Risk under the Supervisory Review Process
- Relevant for:
- ban, if
- 27 september 2013
The EBA Guidelines on the Management of Concentration Risk under the Supervisory Review Process explain the requirements set in the CRD in respect of concentration risk management.
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