+280. To achieve a comprehensive understanding of the institution’s credit spread risk profile in …
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280. To achieve a comprehensive understanding of the institution’s credit spread risk profile in …
To achieve a comprehensive understanding of the institution’s credit spread risk profile in the non-trading book, competent authorities should review the governance and framework underlying its interest rate exposures.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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