Guidelines on the management of interest rate risk and on the assessment and monitoring of credit spread risk, arising from non-trading book activities

• 4.1General provisions
• 4.2Identification and management of IRRBB
• 4.3Measurement of IRRBB by an institution’s internal system
• 4.4Non-satisfactory IRRBB internal systems
• 4.5Identification and assessment of CSRBB
• 4.6Monitoring of CSRBB