+63. Institutions should set up appropriate processes to ensure that the data used to feed models …
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63. Institutions should set up appropriate processes to ensure that the data used to feed models …
Institutions should set up appropriate processes to ensure that the data used to feed models measuring the IRRBB across the group — e.g. for simulating earnings — is consistent with the data used for financial planning.
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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