+105. When measuring IRRBB, pension obligations and pension plan assets should be included unless …
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105. When measuring IRRBB, pension obligations and pension plan assets should be included unless …
When measuring IRRBB, pension obligations and pension plan assets should be included unless their interest rate risk is captured in another risk measure.
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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