- Question ID
-
2024_7035
- Legal act
- Directive 2013/36/EU (CRD)
- Topic
- Interest Rate Risk for Banking Book (IRRBB)
- Article
-
98
- Paragraph
-
5
- Subparagraph
-
b
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- EBA/GL/2022/14 - Guidelines on interest rate risk arising from non-trading book activities
- Article/Paragraph
-
112(c)
- Type of submitter
-
Competent authority
- Subject matter
-
Modelling the risk of migration from NMDs to term deposits in the context of the constant balance sheet assumption in the NII SOT.
- Question
-
Is it modelling the risk of migration from NMDs to term deposits consistent with the constant balance sheet assumption in the NII SOT?
- Background on the question
-
By reading the RTS on SOT, it is not clear how the risk of migration from NMDs to term deposits shall be taken into account in the context of the constant balance sheet assumption in the NII supervisory outlier test.
- Submission date
- Status
-
Question under review
- Answer prepared by
-
Answer prepared by the EBA.