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

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

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.

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Press Release

Consultation Papers