+11. Institutions should treat IRRBB as an important risk and always assess it explicitly and …
|
11. Institutions should treat IRRBB as an important risk and always assess it explicitly and …
Institutions should treat IRRBB as an important risk and always assess it explicitly and comprehensively in their risk management processes and internal capital assessment processes. A different approach should be fully documented and justified in the course of the supervisory dialogue.
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/
|