ICAAP rules
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- (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) (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.