+Annex IV – IRRBB sub-categories
---+categories (level 1)

Annex IV – IRRBB sub-categories

The table below presents a non-exhaustive list of sub-categories for IRRBB that competent authorities should consider when relevant.

IRRBB sub-Legal references/Definitions IRRBB sub-categories (level 2) Legal references/Definitions

1. Panoramica

,
Titolo Regolamentazione
categories (level 1)

Gap risk EBA/GL/2022/14 (paragraph7 ‘ Definitions ’ )

Basis risk EBA/GL/2022/14 (paragraph7 ‘ Definitions ’ )

EBA/GL/2022/14 (paragraph7 ‘ Definitions ’ ) Automatic option risk EBA/GL/2022/14 (paragraph7 ‘ Definitions ’ ) Option risk Behavioural option risk EBA/GL/2022/14 (paragraph7 ‘ Definitions ’ )

1.1 Riferimenti

1.2 Requisiti identificati

1.3 Standard correlati

2. Requisiti identificati

Requisiti
Fonte Requisito

3. Standard correlati

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