Regulatory Technical Standards on IRRBB supervisory outlier tests
- Status: Final draft RTS/ITS adopted by the EBA and submitted to the European Commission
The Regulatory Technical Standards (RTS) on the interest rate risks for banking book (IRRBB) supervisory outlier tests specify the supervisory shock scenarios as well as the criteria to evaluate if there is a large decline in the net interest income or in the economic value of equity that could trigger supervisory measures.