21. Without prejudice to paragraph 10, small trading book business, as defined by paragraph 1 of …

Without prejudice to paragraph 10, small trading book business, as defined by paragraph 1 of Article 94 of Regulation (EU) No 575/2013, shall be included unless its interest rate risk is captured in another risk measure.

4.2.2 Capital identification, calculation and allocation for the purpose of IRRBB

1. Overview

1.1 References

• Article 94 Derogation for small trading book business

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/