17. Based upon the assessment of their existing and prospective exposure to IRRBB and CSRBB …

Based upon the assessment of their existing and prospective exposure to IRRBB and CSRBB, institutions should consider elements and expectations stipulated in this section 4.1 of the Guidelines and in the sections on capital identification, calculation and allocation for the purposes of IRRBB (section 4.2.2), IRRBB and CSRBB governance strategy (sections 4.2.3 and 4.5.2), measurement of IRRBB by an IMS (section 4.3.) and monitoring of CSRBB (section 4.6) and implement them in a way that is commensurate with existing and prospective exposures to IRRBB and CSRBB.

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/