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Preamble
Recitals 107
Title I - SUBJECT MATTER, SCOPE AND DEFINITIONS (Article 1-3) 3
Title II - COMPETENT AUTHORITIES (Article 4-7) 4
Title III - REQUIREMENTS FOR ACCESS TO THE ACTIVITY OF CREDIT INSTITUTIONS (Article 8-27) 20
Title IV - INITIAL CAPITAL OF INVESTMENT FIRMS (Article 28-32) 5
Title V - PROVISIONS CONCERNING THE FREEDOM OF ESTABLISHMENT AND THE FREEDOM TO PROVIDE SERVICES (Article 33-46) 14
Title VI - RELATIONS WITH THIRD COUNTRIES (Article 47-48) 2
Title VII - PRUDENTIAL SUPERVISION (Article 49-142) 95
- Chapter 1 - Principles of prudential supervision (Article 49-72) 25
- Chapter 2 - Review Processes (Article 73-110) 38
  - Section I - Internal capital adequacy assessment process (Article 73) 1
  - Section II - Arrangements, processes and mechanisms of institutions (Article 74-96) 23
    
    Subsection 1 - General principles (Article 74-75) 2
    
    Subsection 2 - Technical criteria concerning the organisation and treatment of risks (Article 76-87) 12
    
    Article 76 - Treatment of risks
    
    Article 77 - Internal Approaches for calculating own funds requirements
    
    Article 78 - Supervisory benchmarking of internal approaches for calculating own funds requirements
    
    Article 79 - Credit and counterparty risk
    
    Article 80 - Residual risk
    
    Article 81 - Concentration risk
    
    Article 82 - Securitisation risk
    
    Article 83 - Market risk
    
    Article 84 - Interest risk arising from non-trading book activities
    
    Article 85 - Operational risk
    
    Article 86 - Liquidity risk
    
    Article 87 - Risk of excessive leverage
    
    Subsection 3 - Governance (Article 88-96) 9
  - Section III - Supervisory review and evaluation process (Article 97-101) 5
  - Section IV - Supervisory measures and powers (Article 102-107) 6
  - Section V - Level of application (Article 108-110) 3
- Chapter 3 - Supervision on a consolidated basis (Article 111-127) 17
- Chapter 4 - Capital Buffers (Article 128-142) 15
Title VIII - DISCLOSURE BY COMPETENT AUTHORITIES (Article 143-144) 2
Title IX - DELEGATED AND IMPLEMENTING ACTS (Article 145-149) 5
Title X - AMENDMENTS OF DIRECTIVE 2002/87/EC (Article 150) 1
Title XI - TRANSITIONAL AND FINAL PROVISIONS (Article 151-165) 15
Annexes 2
- Annex I - LIST OF ACTIVITIES SUBJECT TO MUTUAL RECOGNITION
- Annex II
Amending acts 12

Article 84 - Interest risk arising from non-trading book activities

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Article 84

Interest risk arising from non-trading book activities

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Competent authorities shall ensure that institutions implement systems to identify, evaluate and manage the risk arising from potential changes in interest rates that affect an institution's non-trading activities.

Official text · consolidated version 01/01/2015 (no longer in force) Open full page ↗