RTS on the IRRBB standardised approach
Initiative
Official name
Commission Delegated Regulation (EU) 2024/857 of 1 December 2023 supplementing Directive 2013/36/EU of the European Parliament and of the Council with regard to regulatory technical standards specifying a standardised methodology and a simplified standardised methodology to evaluate the risks arising from potential changes in interest rates that affect both the economic value of equity and the net interest income of an institution’s non-trading book activities
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
02.12.2021
Doc. code
2024/857
Summary
Status
Status
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Current version
Final version
Next step
Entry into force and application
Entry into force
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Application date
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Scope
Relevant for
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Associated initiatives
Level 1
CRD IV
(binding, Main version, EU)
Revision of the CRD IV (CRD V)
(binding, Amendment, EU)
Level 2
–
Level 3 / Other
–
Source: EBA, 2024/857, 2023