Contents
- 1. Institutions shall reflect in their calculations of the ec…
- 10. In assessing the risk of interest rate-sensitive products…
- 2. Institutions shall include the following in their calculat…
- 3. All CET1 instruments and other perpetual own funds without…
- 4. Institutions with a non-performing exposures ratio of 2 %…
- 5. Commercial margins and other spread components in interest…
- 6. The change in economic value of equity shall be computed w…
- 7. A maturity-dependent post-shock interest rate floor shall…
- 8. When calculating the aggregate change for each interest ra…
- 9. For discounting, an appropriate general ‘risk-free’ yield…
(c)automatic and behavioural options;
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