IRRBB Standardised Approach Mapper

Map non-maturing deposit (NMD) positions to the EBA standardised / simplified-standardised approach behavioural caps (BCBS d368 para 87 / Annex 2): retail transactional core proportion capped at 90% / average maturity capped at 5 years; retail non-transactional (savings) core capped at 70% / 4.5 years; wholesale core capped at 50% / 4 years. Flags behavioural-option add-ons (e.g. mortgage prepayment) requiring separate treatment. Root node of the irrbb-measurement-and-disclosure chain. NaN-safe. Zero network, zero PII.

Tool URL: https://ainumbers.co/chaingraph/art-186-irrbb-standardised-approach-mapper.html