251. In their quantitative assessment, competent authorities should consider the results of the …

In their quantitative assessment, competent authorities should consider the results of the investment’s firm internal methodologies for measuring interest rate risk arising from non-trading book activities. Moreover, competent authorities should consider appropriate shock scenarios given the nature of the exposure to the interest rate risk arising from non-trading book activities of the investment firm.

Operational risks not covered by Pillar 1

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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