+127. The institution’s risk appetite for CSRBB should be expressed in terms of the impact of …

127. The institution’s risk appetite for CSRBB should be expressed in terms of the impact of …

The institution’s risk appetite for CSRBB should be expressed in terms of the impact of fluctuating credit spreads on the different CSRBB measures. Institutions significantly exposed to CSRBB should reflect this appropriately within their risk appetite.

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/