+21. In addition to the existing and prospective exposure to IRRBB, when implementing the …
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21. In addition to the existing and prospective exposure to IRRBB, when implementing the …
In addition to the existing and prospective exposure to IRRBB, when implementing the guidelines, institutions should also consider their general level of sophistication and internal approaches to risk management to make sure that their approaches, processes and systems for the management of IRRBB are coherent with their general approach to risk management and their specific approaches, processes and systems implemented for the purpose of the management of other risks.
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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