91. Institutions should also consider whether to apply a conditional or unconditional cash flow …

Institutions should also consider whether to apply a conditional or unconditional cash flow modelling approach. Larger and more complex institutions, in particular institutions under categories 1 and 2 of the SREP Guidelines, should also take into account scenarios where different interest rate paths are computed and where some of the assumptions (e.g. relating to behaviour, contribution to risk, and balance sheet size and composition) are themselves functions of changing interest rate levels.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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