+2. When assuming a one-year constant position, which implies not adopting liquidity horizons …
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2. When assuming a one-year constant position, which implies not adopting liquidity horizons …
When assuming a one-year constant position, which implies not adopting liquidity horizons, institutions should consistently apply to all IRC positions an instantaneous shock over the one-year capital horizon (referred to as „one-year constant position assumption‟).
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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