141. The ICAAP report is required to address models used to comply with regulatory and accounting requirements, and those used for internal capital management, including but not limited to models used for:
| | | (i) | IFRS9 accounting requirements;
| | (ii) | The appropriate assessment of Pillar 1 risks for capital requirements under the Pillar 2;
| | (iii) | The appropriate assessment of Pillar 2 risks for capital requirements;
| | (iv) | Regulatory stress tests requirements;
| | (v) | Risk Management Regulations;
| | (vi) | Valuation adjustments; and
| | (vii) | Pricing models, capital allocation models, and budgeting models.
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