Methodology for calculating the scenarios referred to in Article 25(2), (3), and (4), as well as point 5(a), (b), and (c) of the Annex to the Regulation.

Our Bank as another non-listed institution, as part of the CRR Regulation, is required to apply the "standardized approach" for interest rate risk, as defined in Regulation 2024/857. Banks subject to the simplified standardized methodology apply, by way of derogation from Article 8(9), the pass-through rate specified in point 5(a), 5(b), and 5(c) of the Annex. Our Bank, as another non-listed institution, should independently calculate the pass-through rate, taking into account the Bank's historical data for the base scenario and scenarios predicting a decrease and an increase in short-term interest rates. Currently, the Bank applies the pass-through rate from points 5a, 5b, and 5c of the Annex to the Regulation. Since the UKNF has issued a recommendation that the Bank independently determine the pass-through rate, please provide the methodology for calculating the scenarios referred to in Article 25(2), (3), and (4), as well as point 5(a), (b), and (c) of the Annex to the Regulation.

Methodology for calculating the scenarios referred to in Article 25(2), (3), and (4), as well as point 5(a), (b), and (c) of the Annex to the Regulation