+103. When measuring IRRBB, institutions should fully understand and document key behavioural and …
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103. When measuring IRRBB, institutions should fully understand and document key behavioural and …
When measuring IRRBB, institutions should fully understand and document key behavioural and modelling assumptions. These assumptions should be aligned with business strategies and be regularly tested.
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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