Regulatory Technical Standards on IRRBB supervisory outlier tests

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) 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.


Press Release

Consultation Papers