WebJan 31, 2024 · This standards specify the reporting templates that allow to equip supervisors with the appropriate data to monitor IRRBB risks such as the impact on institutions driven from changes in policy rates, including its interaction with the management by institutions of the interest rate risks; the identification of outliers within … WebFinal draft adopted by the EBA and submitted to the European Commission. The Regulatory Technical Standards (RTS) on the interest rate risks for banking book (IRRBB) supervisory …
Regulatory Reporting for Interest Rate Risk in the Banking Book
WebMar 28, 2024 · The EBA’s new standards for managing IRRBB are designed to help banks navigate the impacts of shifting rate environments on securities portfolios, pensions, and … WebCompliance study.1 The proposal regarding the IRRBB templates is for SNCIs to report simplified templates. Next steps After a consultation period of 3 months the EBA will finalise the draft ITS and submit the amending final draft ITS to the EU Commission, which is expected to take place in mid-2024. The EBA will also hotfoot stompers
Sensitivity Analysis of IRRBB - Stress test 2024 - Final results
WebThe qualitative disclosure requirements, contained in template EU IRRBBA (see Table 2), consist of ten topics describing a bank’s management of IRRBB. The first topics require … WebDec 15, 2024 · Template IRRBB1 - Quantitative information on IRRBB. Purpose: Provide information on the bank's changes in economic value of equity and net interest income … Dis - DIS70 - Interest rate risk in the banking book - Bank for International ... WebIRRBB 1. General Provisions 1. General Provisions 5. Supervisory Outlier Test 3. Governance 2. Capital 4. Measurement IRRBB is an important risk, to be assessed explicitly and … linda wang dermatologist lutherville