IRRBB CSRBB Scope Checker

Identify Credit Spread Risk in the Banking Book (CSRBB) scope per EBA Guidelines on IRRBB and CSRBB (EBA/GL/2022/14): instruments held at fair value whose credit-spread risk is not fully captured by credit-risk or IRRBB frameworks (FVOCI/AFS bond books, fair-valued loans, liquidity-buffer bonds) put a bank in scope, requiring a defined methodology and ICAAP inclusion. No EU-wide materiality threshold is prescribed -- proportionality is a competent-authority / institution judgment. Second node of the irrbb-measurement-and-disclosure chain. NaN-safe. Zero network, zero PII.

Tool URL: https://ainumbers.co/chaingraph/art-187-irrbb-csrbb-scope-checker.html