Imported: Guidelines on IRRBB and CSRBB (2023-12-31-8050134f0d-3dad)

Imported: Guidelines on IRRBB and CSRBB (2023-12-31-8050134f0d-3dad)

Document: Guidelines on IRRBB and CSRBB (https://www.eba.europa.eu/sites/default/files/document_library/Publications/Guidelines/2022/EBA-GL-2022-14%20GL%20on%20IRRBB%20and%20CSRBB/1041754/Guidelines%20on%20IRRBB%20and%20CSRBB.pdf)
Version: 2023-12-31-8050134f0d-3dad
Project: EBA
Import: #2495, 24.10.2026 10:31, eba

The document was not there yet and was created with 195 sections, including language, labels and the link to the source.

Outline

1. Compliance and reporting obligations – 7 sections
2. Subject matter, scope and definitions – 7 sections
3. Implementation – 5 sections
4. Guidelines on the management of interest rate risk and on the assessment and monitoring of credit spread risk, arising from non-trading book activ… – 173 sections
Annex I — IRRBB measurement methods (non-exhaustive list) – 1 sections
Annex II – Sophistication matrix for IRRBB measurement – 1 sections

Pedidos ligados

Ligações
Tipo de ligação	Pedido
is related to	Orientações emitidas com base no n.º 6 do artigo 84.º da Diretiva 2013/36/UE que especificam critérios para a identificação, avaliação, gestão e redução dos riscos resultantes de potenciais alterações às taxas de juro e sobre a avaliação e monitorização do risco de spread de crédito resultante das atividades não incluídas na carteira de negociação das instituições (EBA/GL/2022/14)
is related to	English
is related to	Major
is related to	New document
is related to	European Union
is related to	Financial Industry

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