252. Competent authorities should form a clear view on how changes in interest rates can have an …

Competent authorities should form a clear view on how changes in interest rates can have an adverse impact on an institution’s net interest income (and, where relevant, its earnings) and economic value (the present value of expected cash flows) to gain both a short-term and a longer-term view on the possible threat to capital adequacy.

1. Vue d’ensemble

1.1 Références

1.2 Exigences identifiées

1.3 Normes associées

2. Exigences identifiées

3. Normes associées

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