EBA Submission of the draft RTS on interest rate risk in the banking book - Draft RTS specifying supervisory shock scenarios, common modelling and parametric assumptions and what constitutes a large decline for the calculation of the economic value of equity and of the net interest income in accordance with Article 98(5a) of Directive 2013/36/EU - Draft RTS specifying standardised and simplified standardised methodologies to evaluate the risks arising from potential changes in interest rates that affect both the economic value of equity and the net interest income of an institution’s non-trading book activities in accordance with 84(5) of Directive 2013/36/EU (116992/EU XXVII.GP)

EU-V: U32 Offizielles Ratsdokument

EBA Submission of the draft RTS on interest rate risk in the banking book - Draft RTS specifying supervisory shock scenarios, common modelling and parametric assumptions and what constitutes a large decline for the calculation of the economic value of equity and of the net interest income in accordance with Article 98(5a) of Directive 2013/36/EU - Draft RTS specifying standardised and simplified standardised methodologies to evaluate the risks arising from potential changes in interest rates that affect both the economic value of equity and the net interest income of an institution’s non-trading book activities in accordance with 84(5) of Directive 2013/36/EU

Erstellt am 20.10.2022 von: Wirtschaft und Finanzen

Eingelangt am 20.10.2022, U32 Übermittlung