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Interest Rate Capital Selector

Calculate the Up Scenario Binding Flag (0/1), Down Scenario Binding Flag (0/1), and Interest Rate Risk Capital instantly.

€
€

Interest Rate Risk Capital

€18 000 000

1Step 1

Up Scenario Binding Flag (0/1)

Up Scenario Binding Flag (0/1)=gte⁡(Aggregated Up Scenario Loss,Aggregated Down Scenario Loss)\textit{Up Scenario Binding Flag (0/1)} = \operatorname{gte}\left(\textit{Aggregated Up Scenario Loss}, \textit{Aggregated Down Scenario Loss}\right)
2Step 2

Down Scenario Binding Flag (0/1)

Down Scenario Binding Flag (0/1)=gte⁡(Aggregated Down Scenario Loss,Aggregated Up Scenario Loss)\textit{Down Scenario Binding Flag (0/1)} = \operatorname{gte}\left(\textit{Aggregated Down Scenario Loss}, \textit{Aggregated Up Scenario Loss}\right)
3Step 3

Interest Rate Risk Capital

Interest Rate Risk Capital=max⁡(Aggregated Up Scenario Loss,Aggregated Down Scenario Loss)\textit{Interest Rate Risk Capital} = \max(\textit{Aggregated Up Scenario Loss}, \textit{Aggregated Down Scenario Loss})

Understand the Interest Rate Capital Selector

Overview

This calculator selects the standalone interest-rate risk capital requirement as the larger of the aggregated upward and downward scenario losses.[1]

Important Notes

  • This is the final atomistic Article 165 selector. It assumes the two inputs already include all relevant currencies.
  • It does not perform diversification in Market Risk, BSCR aggregation, LAC TP, or LAC DT.

Sources

  1. Delegated Regulation (EU) 2015/35 - Art. 165 (Interest rate risk: general provisions) - EIOPA

Default values are illustrative sample inputs for navigation, training, and QA. Replace them with controlled data before using the result in capital analysis, governance, or reporting decisions.