168. Institutions should consider the following elements: a) the spread risk, which arises from …

Institutions should consider the following elements:

• a) the spread risk, which arises from reference rates mismatching between time-matched funding and investments; and
• b) early termination risks included in contracts with an embedded option, which might force the institution into a new transaction on less favourable terms.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/