+24. In their ICAAP analysis of the amount of internal capital required for IRRBB, institutions …
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24. In their ICAAP analysis of the amount of internal capital required for IRRBB, institutions …
In their ICAAP analysis of the amount of internal capital required for IRRBB, institutions should consider: - (a) internal capital held for risks to economic value that could arise from adverse movements in interest rates; and
- (b) internal capital needs arising from the impact of rate changes on future earnings capacity, and the resultant implications for internal capital buffer levels.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
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Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA -
EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.
DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.
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