85. When measuring their exposure to IRRBB, institutions should not purely rely on the calculation …

When measuring their exposure to IRRBB, institutions should not purely rely on the calculation and outcomes of the supervisory outlier tests as described in section 4.5, or any additional outlier test developed by the competent authority, but should develop and use their own assumptions and calculation methods. However, the supervisory outlier tests should be fully integrated into the internal framework for the management of IRRBB and should be used as complementary tools for measuring exposure to IRRBB.

4.4.2 Methods for measuring IRRBB

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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