Consider banking book market risks

Aufsichtserwartung

Moreover, the assessment is also expected to consider the banking book, and in particular, the following sub-categories of market risk: credit spread risk arising from positions measured at fair value and at cost, and risk arising from equity exposures.

Adressat: institutions

Quelldokument

• Guide on climate-related and environmental risks - Supervisory expectations relating to risk management and disclosure (November 2020)