RTS on IRRBB supervisory outlier tests (SOTs)

Topic area:
Key words:
IRRBB
Initiative
Official name
Final report Draft Regulatory Technical Standards specifying supervisory shock scenarios, common modelling and parametric assumptions and what constitutes a large decline for the calculation of the economic value of equity and of the net interest income in accordance with Article 98(5a) of Directive 2013/36/EU
Type
RTS/ITS
Level 2
Initiator
EBA
Submitted
02.12.2021
Doc. code
EBA/RTS/2022/10
Summary
Status
Status

Get a subscription to have access to the whole content.

Current version
Final version
20.10.2022
Next step
Entry into force and application
In force

Get a subscription to have access to the whole content.

To be applied

Get a subscription to have access to the whole content.

Scope
Relevant for

Get a subscription to have access to the whole content.

Associated initiatives
Level 1
CRD IV (binding, Main version, EU)
Revision of the CRD IV (CRD V) (binding, Amendment, EU)
Level 3 / Other