23. Institutions should demonstrate that their internal capital is commensurate with the level of …

Institutions should demonstrate that their internal capital is commensurate with the level of IRRBB, taking into account the impact on internal capital of potential changes in the institution’s economic value and future earnings resulting from changes in interest rates. Institutions are not expected to double-count their internal capital for EV and earning measures.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/