lexiara

art_124__para_5__text_1

The review and evaluation performed by competent authorities shall include the exposure of credit institutions to the interest rate risk arising from non‐trading activities. Measures shall be required in the case of institutions whose economic value declines by more than 20 % of their own funds as a result of a sudden and unexpected change in interest rates the size of which shall be prescribed by the competent authorities and shall not differ between credit institutions.

· All articles ·

Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.