Implementing Technical Standards on disclosure of information on exposures to interest rate risk on positions not held in the trading book

  • Status: Adopted and published in the Official Journal of the EU

The draft Implementing Technical Standards (ITS) on Pillar 3 disclosures of exposures to interest rate risk on positions not held in the trading book (IRRBB) put forward comparable disclosures that would allow stakeholders to assess institutions’ IRRBB risk management framework as well as the sensitivity of institutions’ economic value of equity and net interest income to changes in interest rates. The standards will amend the comprehensive ITS on institutions’ public disclosures, in line with the strategic objective of developing a single and comprehensive Pillar 3 package that should facilitate implementation by institutions and further promote market discipline.

Summary of document history

Previous versions Current version Ongoing versions

Consultation on draft ITS on disclosure of information on exposures to interest rate risk on positions not held in the trading book

  • Status: Closed
  • Deadline: 30 AUGUST 2021
Documents
Consultation paper

(277.21 KB - PDF) Last update 1 June 2021

Annex I

(14.7 KB - Excel Spreadsheet) Last update 30 June 2021

Annex II

(66.83 KB - PDF) Last update 30 June 2021

Responses

The form is now closed.

Public hearings

Public hearing on ITS on disclosure of information on exposures to interest rate risk on positions not held in the trading book

Presentation

(765.43 KB - PDF) Last update 30 June 2021

Press contacts

Franca Rosa Congiu