255. Competent authorities should also pay attention to any concentrations (e.g. in the loan or …

Competent authorities should also pay attention to any concentrations (e.g. in the loan or bond portfolios) in terms of repricing maturity or in products with automatic or behavioural optionality, non-performing exposures, and the nature of IRRBB embedded in fair value instruments, including less liquid instruments such as level 3 assets and liabilities.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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