250. Through the assessment of the inherent level of IRRBB, competent authorities should determine …

Through the assessment of the inherent level of IRRBB, competent authorities should determine the main drivers of the institution’s IRRBB exposure and evaluate the potential prudential impact of this risk on the institution.

Preliminary assessment

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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