253. For this purpose, competent authorities should analyse and form a clear view on the structure …

For this purpose, competent authorities should analyse and form a clear view on the structure and features of the institution’s assets, liabilities, and off-balance-sheet exposures, including their sensitivities to changes in interest rates, maturities and repricing dates, and the proportion of products and positions with uncertain maturities (e.g. with embedded options or prepayment features) and any associated behavioural assumptions.

1. Panoramica

1.1 Riferimenti

1.2 Requisiti identificati

1.3 Standard correlati

2. Requisiti identificati

3. Standard correlati

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