RTS on IRRBB supervisory outlier tests (SOTs)
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
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Current version
Final version
Next step
Entry into force and application
In force
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To be applied
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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 the IRRBB standardised approach
(binding, EU)
Level 3 / Other
Guidelines on IRRBB and CSRBB
(binding, EU)