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. Resumen

1.1 Referencias

1.2 Requisitos identificados

1.3 Estándares relacionados

2. Requisitos identificados

3. Estándares relacionados

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