264. If, when the outcome of the institution’s shock scenarios and stress tests is reviewed …

If, when the outcome of the institution’s shock scenarios and stress tests is reviewed, particular accumulations of repricing/maturity at different points on the curve are revealed or suspected, competent authorities may need to carry out additional analyses.

6.5.2.2 Assessment of IRRBB management and control framework

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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