103. When measuring IRRBB, institutions should fully understand and document key behavioural and …

When measuring IRRBB, institutions should fully understand and document key behavioural and modelling assumptions. These assumptions should be aligned with business strategies and be regularly tested. The determination of these assumptions should be made in a proportionate manner and particularly taking into account the materiality thresholds established in Articles 7(12), 8(2), 9(4), 11(3) and 21(1) of the regulatory technical standards envisaged in Article 84(5) of the CRD.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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