Regulatory Alerts2013-04-30 | 33/2013Bank of Albania Guideline on Managing Interest Rate Risk in the Banking Book
The Bank of Albania’s Supervisory Council issued Decision No. 33/2013 to mandate all domestic and foreign bank branches in Albania to implement a comprehensive management system for interest rate risk in the banking book. The guideline requires institutions to calculate exposure using standardized interest rate shocks across fourteen time bands, conduct annual stress tests, and maintain a minimum ratio of 20 percent between exposure changes and regulatory capital. Compliance is enforced through quarterly reporting on fixed and variable interest rate positions, derivative instruments, and currency-specific exposures to the central bank.
Share