Article 98 › 1

In addition to credit, market and operational risks, the review and evaluation performed by competent authorities pursuant to Article 97 shall include at least: (a) the results of the stress test carried out in accordance with Article 177 of Regulation (EU) No 575/2013 by institutions applying an internal ratings based approach; (b) the exposure to and management of concentration risk by institutions, including their compliance with the requirements set out in Part Four of Regulation (EU) No 575/2013 and Article 81 of this Directive; (c) the robustness, suitability and manner of application of the policies and procedures implemented by institutions for the management of the residual risk associated with the use of recognised credit risk mitigation techniques; (d) the extent to which the own funds held by an institution in respect of assets which it has securitised are adequate having regard to the economic substance of the transaction, including the degree of risk transfer achieved; (e) the exposure to, measurement and management of liquidity risk by institutions, including the development of alternative scenario analyses, the management of risk mitigants (in particular the level, composition and quality of liquidity buffers) and effective contingency plans; (f) the impact of diversification effects and how such effects are factored into the risk measurement system; (g) the results of stress tests carried out by institutions using an internal model to calculate market risk own funds requirements under Part Three, Title IV, Chapter 5 of Regulation (EU) No 575/2013; (h) the geographical location of institutions' exposures; (i) the business model of the institution; (j) the assessment of systemic risk, in accordance with the criteria set out in Article 97.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04