IRRBB Interest Rate Risk in the Banking Book - DPM module | DPM Navigator

IRRBB Interest Rate Risk in the Banking Book - DPM moduleDPM module IRRBB Interest Rate Risk in the Banking Book: 18 tables in DPM release 4.4, including J_01.00, J_02.00, J_03.00, J_04.00, J_05.00.a, J_05.00.b.

J_01.00 Evaluation of the IRRBB: EVE/NII SOT and MV changes

J_02.00 Breakdown of sensitivity estimates

J_03.00 Breakdown of sensitivity estimates (simplified for 'other' institutions)

J_04.00 Breakdown of sensitivity estimates (simplified for SNCIS)

J_05.00.a Repricing cash flows (I)

J_05.00.b Repricing cash flows (II)

J_06.00.a Repricing cash flows (simplified for 'other' institutions) (I)

J_06.00.b Repricing cash flows (simplified for 'other' institutions) (II)

J_07.00.a Repricing cash flows (simplified for SNCIS) (I)

J_07.00.b Repricing cash flows (simplified for SNCIS) (II)

J_08.00.a Relevant parameters (I)

J_08.00.b Relevant parameters (II)

J_09.00.a Relevant parameters (simplified for SNCIS and 'other' institutions) (I)

J_09.00.b Relevant parameters (simplified for SNCIS and 'other' institutions) (II)

J_10.01 General qualitative information

J_10.02 Qualitative information "currency by currency"

J_11.01 General qualitative information (simplified for SNCIS and 'other' institutions)

J_11.02 Qualitative information "currency by currency" (simplified for SNCIS and 'other' institutions)

DPM Navigator needs JavaScript to browse tables and rules.