33. The institution’s risk appetite for IRRBB should be expressed in terms of the acceptable impact …

The institution’s risk appetite for IRRBB should be expressed in terms of the acceptable impact of fluctuating interest rates on both earnings and economic value and should be reflected in limits. Institutions with significant exposures to gap risk, basis risk or option risk should determine their risk appetite in relation to each of these material sub-types of IRRBB.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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