153. Institutions should monitor their exposure to CSRBB in terms of potential changes to the …

Institutions should monitor their exposure to CSRBB in terms of potential changes to the different CSRBB measures. Institutions should use complementary features of the different approaches to capture the complex nature of CSRBB over the short-term and long-term time horizons. In particular, institutions should measure and monitor (i) the overall impact of key modelling assumptions on the different CSRBB measures, and (ii) the CSRBB of their banking book derivatives where relevant for the business model.

4.6.2 Methods for monitoring CSRBB

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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