Scope of the pre-application (operational risk) Scope of the pre-application at legal entity level. For a first model approval, please also provide information in the columns loss data”, loss “Internal “External data”, risk indicators” and analysis and risk self-assessment”. “Key “Scenario Solo or Estimated OFR Scenario analysis List of legal Key risk consolidated ORC description OFRs covered impact of the Internal loss data External loss data and risk entities indicators basis change Please indicate the number and Please indicate whether the Please give a precise Please describe the established Please provide a precise Please estimate the OFR impact amount of internal loss events Please describe the key risk approval process concerns description of the operational Please provide a precise list of Please indicate the source of process for conducting scenario list of the legal entities of the change at all levels of last year. Please indicated the indicator collection and reporting the solo or consolidated risk categories(ORCs) OFRs covered. external loss data used. analyses and risk covered by the request. consolidation. number of years included in process. level. covered. your internal loss data base.
Scope of the pre-application (operational risk) Scope of the pre-application at legal entity level. For a first model approval, please also provide information in the columns “Internal loss data”, “External loss data”, “Key risk indicators” and “Scenario analysis and risk self-assessment”. List of legal entities Solo or consolidated basis ORC description OFRs covered Estimated OFR impact of the change Internal loss data External loss data Key risk indicators Scenario analysis and risk Please provide a precise list of the legal entities covered by the request. Please indicate whether the approval process concerns the solo or consolidated level. Please give a precise description of the operational risk categories(ORCs) covered. Please provide a precise list of OFRs covered. Please estimate the OFR impact of the change at all levels of consolidation. Please indicate the number and amount of internal loss events last year. Please indicated the number of years included in your internal loss data base. Please indicate the source of external loss data used. Please describe the key risk indicator collection and reporting process. Please describe the established process for conducting scenario analyses and risk
ssm.preapplication_form.en.docx