+37. Institutions using models of customer behaviour as input for the measurement of their IRRBB …
|
37. Institutions using models of customer behaviour as input for the measurement of their IRRBB …
Institutions using models of customer behaviour as input for the measurement of their IRRBB should possess the necessary knowledge and expertise. Each institution should be able to demonstrate that it understands the consequences of modelling the behaviour of its customer base.
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/
|