+165. Stress tests should support and be an integral part of the interest rate risk in the banking …
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165. Stress tests should support and be an integral part of the interest rate risk in the banking …
Stress tests should support and be an integral part of the interest rate risk in the banking book (IRRBB) internal management system.
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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