EBA publishes its final amending technical standards on supervisory reporting to introduce new reporting on interest rate risk in the banking book
The European Banking Authority (EBA) today published today its final ITS on supervisory reporting with respect to IRRBB. The amended final draft ITS equip supervisors with the appropriate data to monitor risks arising from interest rates’ changes. In addition, they aim at providing quality data to supervisors to monitor institutions’ IRBB risk and the implementation of the policy package published by the EBA in October 2022.