+29. Institutions that operate economic capital models should ensure that the internal capital …
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29. Institutions that operate economic capital models should ensure that the internal capital …
Institutions that operate economic capital models should ensure that the internal capital allocation for IRRBB is properly factored into the overall economic capital allocation and that any assumptions on diversification are documented and their reliability as well as stability is verified using historical data appropriate for the individual institution and the markets in which it operates. Economic capital costs may be allocated back to the business units and products to ensure that the full costs of the underlying business units or products are properly understood by those responsible for managing them.
1. Forbhreathnú
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/
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