+247. Competent authorities should consider the relevance and materiality of at least the following …
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247. Competent authorities should consider the relevance and materiality of at least the following …
Competent authorities should consider the relevance and materiality of at least the following subcategories48 when assessing IRRBB: gap risk, basis risk and option risk.
48 Please refer to Annex IV for a non-exhaustive breakdown of IRRBB sub-categories.
1. Übersicht
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Regulierung |
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1.1 Referenzen
1.2 Identifizierte Anforderungen
1.3 Zugehörige Standards
2. Identifizierte Anforderungen
Anforderungen
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Anforderung |
3. Zugehörige Standards
Standards
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Anforderung |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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