25. Institutions should not only rely on the supervisory assessments of capital adequacy for IRRBB …

Institutions should not only rely on the supervisory assessments of capital adequacy for IRRBB or on the outcome of the supervisory outlier test, but should develop and use their own methodologies for capital allocation, based on their risk appetite, level of risk and risk management policies. In determining the appropriate level of capital, institutions should consider both the amount and the quality of capital needed.

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/