277. Competent authorities should form a clear view on how changes in credit spreads can have an …

Competent authorities should form a clear view on how changes in credit spreads can have an adverse impact on an institution’s net interest income (and, where relevant, its earnings) and economic value to gain both a short-term and a longer-term view on the possible threat to capital adequacy. For this purpose, competent authorities should consider the approach applied by the institution to form this clear view on the structure and features of the institution’s assets, liabilities, and off-balance-sheet exposures, and how these are driving the level and direction of CSRBB.

1. Panoramica

1.1 Riferimenti

1.2 Requisiti identificati

1.3 Standard correlati

2. Requisiti identificati

3. Standard correlati

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