欧洲银行管理局（EBA）：2022年度监管实践趋同报告（英文版）（48页）.pdf

1、 REPORT ON CONVERGENCE OF SUPERVISORY PRACTISES IN 2022 1 REPORT ON CONVERGENCE OF SUPERVISORY PRACTICES IN 2022 EBA/REP/2023/11 4 MAY 2023 REPORT ON CONVERGENCE OF SUPERVISORY PRACTISES IN 2022 2 Contents List of figures 3 Abbreviations 4 Executive Summary 6 Background and introduction 9 1.Supervis

2、ory convergence in the SREP and ongoing supervision 11 1.1.Implementation and results of the 2022 ESEP 11 1.1.1 Impact of the COVID-19 pandemic on asset quality and adequate provisioning 13 1.1.2 ICT security risk,ICT outsourcing risk and risk data aggregation 16 1.1.3 Digital transformation and Fin

3、Tech players 19 1.1.4 ESG risk 21 1.1.5 AML/CFT 23 1.2.Results of peer reviews and benchmarking exercises 26 1.2.1 Peer review on ICT risk assessment under the SREP 26 1.2.2 Peer review on supervision of NPE management 26 1.2.3 Benchmarking of internal models 27 1.2.4 IFRS 9 Benchmarking 29 2.Conver

4、gence in supervisory colleges 31 2.1 Monitoring of supervisory colleges in 2022 31 2.2 College interactions and organisational aspects 33 2.3 Key deliverables of supervisory colleges 35 2.3.1 Group risk/liquidity risk assessments and joint decision on capital and liquidity 35 2.3.2 Joint decision on

5、 capital and the application of supervisory measures 36 2.3.3 Group recovery plan assessment and joint decision 37 2.4 Introduction of qualitative key performance indicators in supervisory colleges 38 3.EBA policy work supporting supervisory convergence 40 3.1 Products published in 2022 40 3.2 Ongoi

6、ng and future policy work 42 4.Training as a convergence tool 44 Annex I:2023 list of supervisory colleges 45 Annex II:Overview of the Training events the EBA provided to EU Competent Authorities in 2022 47 REPORT ON CONVERGENCE OF SUPERVISORY PRACTISES IN 2022 3 List of figures Figure 1:USSPs 2020-