How to bucket floating rate instruments?

Hello! I’m studying economics and trying to better understand Basel regulations.

According to SRP31: "Floating rate instruments are assumed to reprice fully at the first reset date. Hence, the entire principal amount is slotted into the bucket in which that date falls, with no additional slotting…"

However, I’m confused about how to treat floating rate loans that are linked to a central bank policy rate (key rate), which can in change at any time. In this case, the reset date is not fixed or is effectively continuous. How should such loans be allocated to time buckets?

And is it alright to measure the effect of repricing with delta EVE/NII?