Index
Template
DPM Mapbdp_tIRRBB_03.00 - IRRBB 03.00
| IRRBB 03.00 | |||||||||||||||||
| Amount | |||||||||||||||||
| 010 | |||||||||||||||||
| |||||||||||||||||
| Change of the economic value of the banking book under a parallel interest rate shift rise following the supervisory standard shock | 020 |
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| Change of the economic value of the banking book under a parallel interest rate shift decline following the supervisory standard shock | 030 |
| |||||||||||||||
| Forecasted net interest income expected within 12 months in a baseline scenario | 040 |
| |||||||||||||||
| Change of the forecasted net interest income within 12 months under a parallel interest rate shift rise following the supervisory standard shock | 050 |
| |||||||||||||||
| Change of the forecasted net Interest income within 12 months under a parallel interest rate shift decline following the supervisory standard shock | 060 |
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