CIR

Current

Interest Rate Risk Management

Annex 1: Guidance on calculation of capital adequacy ratios adjusted for unrealised losses on held-to-maturity debt securities

Issue Date:

12 Feb 2025

20250226-2-EN.pdf (275.5 KB)

Topic:

Interest Rate Risk Management

Group: All Authorized Institutions

• Directly related Document
• Cross referenced Document
• Version History
• Superseded Document

Directly related Document

• CIR

  Current

  12 Feb 2025

  Interest Rate Risk Management
• Annex

  Current

  12 Feb 2025

  Annex 2 - Good practices on using behavioural models for measuring interest rate risk in the banking book

Directly related Document

• CIR

  Current

  12 Feb 2025

  Interest Rate Risk Management
• Annex

  Current

  12 Feb 2025

  Annex 2 - Good practices on using behavioural models for measuring interest rate risk in the banking book

Cross referenced Document

Version History

Superseded Document

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