The EBA published a final set of guidelines and two final draft RTS specifying technical aspects of the revised framework capturing interest rate risks for banking book (IRRBB) positions.

Dateityp: www
Kategorien: 2.1. Kredit- und Finanz­dienstleistungsinstitute
Schlagwörter: CRD / CRR, Risikomanagement
Autor: EBA