1. Asset Liability Management User Guide
  2. Interest Rate Risk in the Banking Book (IRRBB)
  3. Amenability Category

44.1 Amenability Category

In the standardized approach, interest rate-sensitive banking book positions are allocated to one of the following categories. These categories are used to determine the slotting of cash flows:

  • Amenable to standardization
  • Less amenable to standardization
  • Not amenable to standardization

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ALM provides the following to meet these requirements:

  • Simple seeded Product Amenability Category dimension.
  • The Amenability Category attribute of product dimension is populated in processing (FSI_D) tables for each account so that it can be used in the data filter and conditional assumption.