Regulatory Alerts2023-12-19 | NBB_2023_17Added · Updated
Circular NBB_2023_17 / Reporting obligations concerning interest rate risk and credit spread risk in the banking book
This circular updates national reporting obligations for interest rate risk and credit spread risk in the banking book for Belgian credit institutions, financial holding companies, and large stockbroking firms. It mandates specific quarterly reporting deadlines for 2024, requiring SSM-significant institutions to submit data by 19 February, 21 May, and 19 August 2024, while domestic systemically important institutions must also provide ad-hoc EBA data by 15 March 2024. Less significant institutions must continue submitting tables 90.30.a, b, and c by the same quarterly dates, with additional ad-hoc submissions required for designated domestic systemically important entities.
Topics
Share