+2. When assuming a one-year constant position, which implies not adopting liquidity horizons …

2. When assuming a one-year constant position, which implies not adopting liquidity horizons …

When assuming a one-year constant position, which implies not adopting liquidity horizons, institutions should consistently apply to all IRC positions an instantaneous shock over the one-year capital horizon (referred to as „one-year constant position assumption‟).

1. Forbhreathnú

,
Teideal Rialáil

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

Ceanglais
Foinse Ceanglas

3. Caighdeáin ghaolmhara

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