Recalibration of shocks for interest rate risk in the banking book

Topic area:
Status: 18.07.2024 |
Current
Key words:
IRRBB, Amendment, Hot topic
Initiative
Official name
BIS: Recalibration of shocks for interest rate risk in the banking book
Type
Standards
Level 3 / Other
Initiator
BIS
Submitted
12.12.2023
Doc. code
BCBS #578
Summary
Status
Status

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Current version
Final version
16.07.2024
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 #578, 2024