+45. A framework should be in place to monitor the evolution of hedging strategies that rely on …
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45. A framework should be in place to monitor the evolution of hedging strategies that rely on …
A framework should be in place to monitor the evolution of hedging strategies that rely on instruments such as derivatives, and to control mark-to-market risks in instruments that are accounted for at fair-value. 4.2.6 IRRBB risk policies, processes and controls
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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