+20. Based upon the assessment of their existing and prospective exposure to IRRBB, institutions …
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20. Based upon the assessment of their existing and prospective exposure to IRRBB, institutions …
Based upon the assessment of their existing and prospective exposure to IRRBB, institutions should consider elements and expectations stipulated in this section and in the sections on capital identification, calculation and allocation (section 4.2.), governance (section 4.3.) and measurement (section 4.4.) and implement them in a way that is commensurate with existing and prospective exposure to IRRBB.
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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