258. Where the institution is identified as an outlier by the supervisory outlier test on net …

Where the institution is identified as an outlier by the supervisory outlier test on net interest income, competent authorities should consider analysing additional dimensions to complement the assessment, when deemed appropriate (e.g. given the institution’s the business model). Additional dimensions to consider may include market value changes of fair value instruments, the evaluation of the worst NII projections versus current realised NII and versus administrative expenses/overhead cost and net commissions/fees for capturing embedded losses/gains due to observed changes in the interest rates and in the market conditions.

1. Übersicht

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

3. Zugehörige Standards

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