+247. Competent authorities should consider the relevance and materiality of at least the following …
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247. Competent authorities should consider the relevance and materiality of at least the following …
Competent authorities should consider the relevance and materiality of at least the following subcategories48 when assessing IRRBB: gap risk, basis risk and option risk.
48 Please refer to Annex IV for a non-exhaustive breakdown of IRRBB sub-categories.
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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