2. When assuming a one-year constant position, which implies not adopting liquidity horizons …

When assuming a one-year constant position, which implies not adopting liquidity horizons, institutions should consistently apply to all IRC positions an instantaneous shock over the one-year capital horizon (referred to as „one-year constant position assumption‟).

1. Pregled

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/