17. Based upon the assessment of their existing and prospective exposure to IRRBB and CSRBB …

Based upon the assessment of their existing and prospective exposure to IRRBB and CSRBB, institutions should consider elements and expectations stipulated in this section 4.1 of the Guidelines and in the sections on capital identification, calculation and allocation for the purposes of IRRBB (section 4.2.2), IRRBB and CSRBB governance strategy (sections 4.2.3 and 4.5.2), measurement of IRRBB by an IMS (section 4.3.) and monitoring of CSRBB (section 4.6) and implement them in a way that is commensurate with existing and prospective exposures to IRRBB and CSRBB.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• 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.

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