89. For measuring and monitoring of IRRBB, institutions should use at least one earnings-based …

For measuring and monitoring of IRRBB, institutions should use at least one earnings-based measure and at least one economic value measurement method that, in combination, capture all components of IRRBB. Large institutions with cross-border activities, in particular institutions under categories 1 and 2 of the SREP Guidelines, and institutions with complex or sophisticated business models, should use multiple measurement methods, as further specified in Annex II.

4.4.3 Interest rate shock scenarios for ongoing management

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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