Own funds requirements for interest rate risk in the banking book

Topic area:
Status: 03.05.2016 |
Archived
Key words:
IRRBB
Initiative
Official name
Standards Interest rate risk in the banking book
Type
Standards
Level 3 / Other
Initiator
BIS
Submitted
10.06.2015
Doc. code
BCBS #368
Summary
Status
Status

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Current version
Final version
21.04.2016
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
–
Level 2
–
Level 3 / Other
Consolidated Basel Framework (non-binding, INT)

Source: BIS, BCBS #368, 2016