134. The policies should be well reasoned, robust and documented and should address all CSRBB …

The policies should be well reasoned, robust and documented and should address all CSRBB components that are impor tant to the institution’s individual circumstances. Without prejudice to the proportionality principle, the CSRBB policies should include the following:

• (a) The application of the boundary between ‘non - trading book’ and ‘trading book’. Internal risk transfers between the banking book and the trading book should be properly documented and monitored;
• (b) The size and the form of the spread shocks to be used for internal CSRBB calculations respectively.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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