270. In addition, they should consider whether the information systems and measurement techniques …

In addition, they should consider whether the information systems and measurement techniques enable management to measure the inherent IRRBB in all its material on- and off-balance- sheet exposures (where relevant at group level), including internal hedges, in concentrations in maturities and counterparties, in the non-trading book portfolio. The IRRBB framework should be subject to regular reviews and evaluations of the effectiveness of the framework. Competent authorities should compare internal reviews and evaluations with information from COREP.

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/