+Annex IV – IRRBB sub-categories
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Annex IV – IRRBB sub-categories
The table below presents a non-exhaustive list of sub-categories for IRRBB that competent authorities should consider when relevant. IRRBB sub-Legal references/Definitions IRRBB sub-categories (level 2) Legal references/Definitions
1. Overview
| Summary |
Regulation |
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categories (level 1)
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Gap risk EBA/GL/2022/14 (paragraph7 ‘ Definitions ’ ) Basis risk EBA/GL/2022/14 (paragraph7 ‘ Definitions ’ ) EBA/GL/2022/14 (paragraph7 ‘ Definitions ’ ) Automatic option risk EBA/GL/2022/14 (paragraph7 ‘ Definitions ’ ) Option risk Behavioural option risk EBA/GL/2022/14 (paragraph7 ‘ Definitions ’ )
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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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