+19. When implementing the guidelines, institutions should identify their existing and prospective …
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19. When implementing the guidelines, institutions should identify their existing and prospective …
When implementing the guidelines, institutions should identify their existing and prospective exposure to IRRBB in a proportionate manner, depending on the level, complexity and riskiness of the non-trading book positions they face, or an increasing risk profile taking into account their business model, their strategies and the business environment they operate in or intend to operate in.
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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