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.

Summary of document history

Previous versions Current version Ongoing versions

Consultation on draft RTS on IRRBB supervisory outlier tests

  • Status: Closed
  • Deadline: 4 APRIL 2022
Consultation paper on draft RTS on IRRB supervisory outlier tests

(1.11 MB - PDF) Last update 2 December 2021


The form is now closed.

Public hearings

Public hearing on Consultations on IRRBB and CSRBB


(610.6 KB - PDF) Last update 7 March 2022

Press contacts

Franca Rosa Congiu