102. In cases where balance sheet instruments have significant repricing restrictions (e.g., caps …

In cases where balance sheet instruments have significant repricing restrictions (e.g., caps and floors) institutions should prudently consider, if material, the effect that the renewal of said instruments would have when replaced with others with comparable features, regardless of the run-off assumption. This must be done for a prudent time horizon and considering the business model of the bank.

4.3.5 IRRBB measurement assumptions

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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