+95. IRRBB stress testing should be performed regularly, at least annually and more frequently in …
|
95. IRRBB stress testing should be performed regularly, at least annually and more frequently in …
IRRBB stress testing should be performed regularly, at least annually and more frequently in times of increased interest rate volatility and increased IRRBB levels.
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/
|