254. In addition, competent authorities should review the institution’s hedging strategy and the …

In addition, competent authorities should review the institution’s hedging strategy and the extent to which a natural hedge may apply (considering also the robustness of modelling of repricing maturities for items with an undefined maturity), the amount of derivatives used for hedging purposes and whether the derivatives may mitigate sensitivity in EVE, NII or other metrics used by the institution internally.

1. Přehled

1.1 Odkazy

1.2 Identifikované požadavky

1.3 Související standardy

2. Identifikované požadavky

3. Související standardy

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/