+61. Where institutions slot cash flows into different time buckets (e.g. for gap analyses) or …
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61. Where institutions slot cash flows into different time buckets (e.g. for gap analyses) or …
Where institutions slot cash flows into different time buckets (e.g. for gap analyses) or assign the cash flows to different vertex points to reflect the different tenors of the interest rate curve, the slotting criteria should be stable over time to allow a meaningful comparison of risk figures over different periods.
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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