+2. These Guidelines should apply to institutions using an Internal Model Approach (IMA) for the …
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2. These Guidelines should apply to institutions using an Internal Model Approach (IMA) for the …
These Guidelines should apply to institutions using an Internal Model Approach (IMA) for the purpose of calculating the capital requirements for specific interest risk in the trading book.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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