Yearly review of the High-risk Portfolios in the SRP
Annex 1 is the part of the Guidelines for the Supervisory Review Process (SRP),
which provide an overview of those risk assumptions and high-risk portfolios to
which the Central Bank of Hungary (MNB) prescribes additional capital requirement
in the SREP process. The MNB reviews the high-risk portfolios at least annually,
on the basis of the experience gained during the SREP examinations, the yearly
supervisory priorities, the changes in regulation and the developments observed
in the market and at the institutions.
The measures set out in Information Bulletin are applied by the MNB from 1st January 2014.
In connection with the Information Bulletin the MNB also publishes an Excel table
called “Data request for examining high risk portfolios” with the aim of facilitating
the examination of high risk portfolios.