+31. Institutions should consider internal capital buffer adjustments where the results of their …
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31. Institutions should consider internal capital buffer adjustments where the results of their …
Institutions should consider internal capital buffer adjustments where the results of their stress testing highlight the potential for reduced net interest income measures plus market value changes (and therefore reduced capital generation capacity) under stress scenarios. 4.2.3 IRRBB Governance strategy
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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