Regulatory Technical Standards on IRRBB standardised approach

Final draft adopted by the EBA and submitted to the European Commission

The Regulatory Technical Standards (RTS) on the interest rate risks for banking book (IRRBB) standardised approach specify the criteria for the evaluation of IRRBB in case a competent authority decides its application in view of a non-satisfactory IRRBB internal system. They also provide a simplified approach for smaller and non-complex institutions.



Press Release

Consultation Papers