1. European
  2. EBA - European Banking Authority
  3. Guidelines
  4. 2014
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  1. Guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing - Consolidated version (EBA/GL/2014/13) (repealed with effect from 1 January 2023)
  2. Title 6. Assessing risks to capital (paras. 137-341)
  3. 6.5 Assessment of interest rate risk from non-trading activities (paras. 310-341)
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6.5 Assessment of interest rate risk from non-trading activities (paras. 310-341)

Comparing proposed amendment...
6.5.1 General considerations (paras. 310-312)
6.5.2 Assessment of inherent IRRBB (paras. 313-329)
6.5.3 Assessment of IRRBB management and controls (paras. 330-340)
6.5.4 Summary of findings and scoring (para. 341)
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