EBU Single Rulebook Q&A 4 January 2019 2019_4448 IRRBB Application of the sudden parallel

How should banks apply the sudden parallel +-200 basis points shift of the yield curve in their forecast yield curve? The European Banking Authority (EBA) has updated itsGuidelines on the management of interest rate risk arising from non-trading activities, which were published on 22 May 2015.