+82. If commercial margins and other spread components are excluded from economic value measures …
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82. If commercial margins and other spread components are excluded from economic value measures …
If commercial margins and other spread components are excluded from economic value measures, institutions should (i) use a transparent methodology for identifying the risk-free rate at inception of each instrument; and (ii) use a methodology that is applied consistently across all interest rate sensitive instruments and all business units.
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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