Regulatory Technical Standards on IRRBB standardised approach

  • 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) 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.

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Draft Regulatory Technical Standards on the IRRBB standardised approach

  • Status: In force
  • Application date:
  • Compliance deadline:
Documents
Final draft RTS on the IRRBB standardised approach

(1.03 MB - PDF) Last update 20 October 2022

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