How can banks best quantify new, unknown risks like supply chain risks and judge how much capital to set aside for them?

Supervisory Board member Elizabeth McCaul and head of horizontal supervision Stefan Walter discuss IFRS 9 provisioning frameworks https://www.bankingsupervision.europa.eu/press/blog/2023/html/ssm.blog230526~29af0452d6.en.html

🐦🔗: https://n.respublicae.eu/ecb/status/1662030327844425732