Imported: Guidelines on Technical aspects of the management of interest rate risk arising from non-trading activities under the supervisory review process (2019-06-30-ba62eb8336-3dad)
- Document: Guidelines on Technical aspects of the management of interest rate risk arising from non-trading activities under the supervisory review process (https://www.eba.europa.eu/sites/default/files/document_library//Guidelines%20on%20the%20management%20of%20interest%20rate%20risk%20arising%20from%20non-trading%20activities%20%28EBA-GL-2018-02%29.pdf)
- Version: 2019-06-30-ba62eb8336-3dad
- Project: EBA
- Import: #2459, 24.10.2026 10:24, eba
The document was not there yet and was created with 145 sections, including language, labels and the link to the source.
Outline
- 1. Compliance and reporting obligations – 7 sections
- 2. Subject matter, scope and definitions – 7 sections
- 3. Implementation – 7 sections
- 4. Guidelines on the management of interest rate risk arising from non-trading book activities – 117 sections
- Annex I — IRRBB measurement methods – 1 sections
- Annex II – Sophistication matrix for IRRBB measurement – 1 sections
- Annex III – The standardised interest rate shock scenarios – 4 sections
Incidencias vinculadas
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/