+108. In assessing the implications of optionality, institutions should take into account: (a) The …
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108. In assessing the implications of optionality, institutions should take into account: (a) The …
In assessing the implications of optionality, institutions should take into account: - (a) The potential impact on current and future loan prepayment speeds arising from the interest rate scenario, underlying economic environment and contractual features. Institutions should take into account the various dimensions influencing the embedded behavioural options.
- (b) The elasticity of adjustment of product rates to changes in market interest rates.
- (c) The migration of balances between product types as a result of changes in their features, terms and conditions.
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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