261. In their quantitative assessment, competent authorities should also consider the results of …

In their quantitative assessment, competent authorities should also consider the results of the institution’s internal or standardised methodologies for measuring IRRBB, among which competent authorities should also assess, for those institutions operating in different currencies, the impact for the economic value and earnings measures coming from different currencies and, where an internal methodology is applied, the approaches that the institutions use for the aggregation across these currencies. Through the analysis of these methodologies, competent authorities should gain a deeper understanding of the main risk factors underlying the institution’s IRRBB profile.

1. Visão geral

1.1 Referências

1.2 Requisitos identificados

1.3 Normas relacionadas

2. Requisitos identificados

3. Normas relacionadas

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