Guidelines on IRRBB and CSRBB

Topic area:
Status: 07.03.2023 |
Aktuell
Key words:
IRRBB, Supplement
Initiative
Official name
Final report Guidelines issued on the basis of Article 84 (6) of Directive 2013/36/EU specifying criteria for the identification, evaluation, management and mitigation of the risks arising from potential changes in interest rates and of the assessment and monitoring of credit spread risk, of institutions’ non-trading book activities
Type
Guidelines
Level 3 / Other
Initiator
EBA
Submitted
02.12.2021
Doc. code
EBA/GL/2022/14
Summary
Status
Status

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Current version
Final version
20.10.2022
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
RTS on IRRBB supervisory outlier tests (SOTs) (binding, Supplement, EU)
RTS on the IRRBB standardised approach (binding, Supplement, EU)
2022 Amendments to the Regulation on the Statement of Assets, Earnings and Risks (VERA-V) (binding, Amendment, AT)
Eighth amendment to the minimum requirements for risk management - 8. MaRisk Novelle (binding, DE)
Level 3 / Other
Revision IRRBB Guidelines (non-binding, EU)
EBA - FINAL Q&A: CRD - Interest Rate Risk for Banking Book (IRRBB) (binding, EU)

Source: EBA, EBA/GL/2022/14, 2022