24. In their ICAAP analysis of the amount of internal capital required for IRRBB, institutions …

In their ICAAP analysis of the amount of internal capital required for IRRBB, institutions should consider:

• (a) internal capital held for risks to economic value that could arise from adverse movements in interest rates; and
• (b) internal capital needs arising from the impact of rate changes on future earnings capacity, and the resultant implications for internal capital buffer levels.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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