Index
Constraints
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 | |
| 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 | |