+11. Institutions should identify their IRRBB exposures and ensure that they are adequately …
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11. Institutions should identify their IRRBB exposures and ensure that they are adequately …
Institutions should identify their IRRBB exposures and ensure that they are adequately measured, monitored and controlled. Institutions should manage risks arising from their IRRBB exposures and, if necessary, mitigate risks that affect both their economic value and net interest income measures plus market value changes.
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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