16. When implementing the Guidelines, institutions should identify their existing and prospective …

When implementing the Guidelines, institutions should identify their existing and prospective exposures to IRRBB and CSRBB in a proportionate manner, depending on the level, complexity and riskiness of their non-trading book positions, taking into account their business model, their strategies and the business environment they operate in or intend to operate in.

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/