Assessment of bank balance sheets carried out by the ECB as European banking supervisor on a uniform basis. This involves examining the condition of bank assets. In particular, it clarifies the extent to which the valuation of assets and collateral is appropriate and whether the related provisions are adequate. The AQR is regularly preceded by a supervisory risk assessment, in which the main banking risks – primarily liquidity, equity gearing and funding conditions – are examined. These steps are followed by a stress test, which examines the resilience of banks‘ balance sheets under stress scenarios. All three steps are closely interlinked. The ECB issued a separate manual on this in March 2014. – See assets, illiquid, balance sheet tricks, sovereign, Comprehensive Assessment, crash, fulfillment, emerging markets, extreme event, negative, granularity, large exposures, Herfindahl-Hirschman Index, Klumprisiko, concentration risk, loan securitization, liquidity crisis plan, liquidity management, minimum risk management requirements, panic selling, price changes, concurrent, risk weighting, risk control, risk measurement techniques, risk reporting, risk monitoring, articulated, shock response, monetary, System Securities Watch Application, confidence hypertrophy.

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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
https://www.jung-stilling-gesellschaft.de/merk/
https://www.gerhardmerk.de/

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