134. The policies should be well reasoned, robust and documented and should address all CSRBB …

The policies should be well reasoned, robust and documented and should address all CSRBB components that are impor tant to the institution’s individual circumstances. Without prejudice to the proportionality principle, the CSRBB policies should include the following:

• (a) The application of the boundary between ‘non - trading book’ and ‘trading book’. Internal risk transfers between the banking book and the trading book should be properly documented and monitored;
• (b) The size and the form of the spread shocks to be used for internal CSRBB calculations respectively.

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.

  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.