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You are viewing the version of the document as on 2021-12-03.

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ICAAP rules

  1. 124
    1. (1) (in GENPRU) the rules in GENPRU 1.2.30 R to GENPRU 1.2.39 R (Systems, strategies, processes and reviews), GENPRU 1.2.42 R (Main Requirements: Stress and scenario tests) and GENPRU 1.2.60 R to GENPRU 1.2.61 R (Documentation of risk assessments) as they apply on a solo level and on a consolidated level.
    2. (2) (for the purpose of IFPRU) the rules in IFPRU 2.2.2R to IFPRU 2.2.7R (Strategies, processes and systems) to IFPRU 2.2.16R, IFPRU 2.2.37G (Stress and scenario tests) in relation to a significant IFPRU firm and IFPRU 2.2.43R to IFPRU 2.2.44R (Documentation of risk assessments) as they apply on a individual basis and on a consolidated basis.