263. Competent authorities should assess and take into account the results of the interest rate …

Competent authorities should assess and take into account the results of the interest rate shock scenarios for ongoing management as well as the IRRBB stress tests performed by the institution as part of its ongoing internal management process. In this context, competent authorities should be aware of the main sources of the institution’s IRRBB and in particular of the effect of changes in behavioural assumptions such as on NMD.

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/