104. In assessing the risk of interest rate-sensitive products that are linked to inflation or …

In assessing the risk of interest rate-sensitive products that are linked to inflation or other market factors, prudent assumptions should be applied. These assumptions can be based, for instance, on the current/last observed value, on forecasts of a reputable economic research institute or on other generally accepted market practices (in the case of inflation: forward inflation expectation curves, for instance).

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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