107. As market conditions, competitive environments and strategies change over time, institutions …

As market conditions, competitive environments and strategies change over time, institutions should review significant measurement assumptions at least annually, and more frequently during rapidly changing market conditions.

• a) Behavioural assumptions for customer accounts with embedded customer optionality for the purpose of IRRBB

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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