2024-04-30
Added · Updated
The new version of the Implementing Technical Standards framework, expected to apply from the September 2024 reference date, introduces mandatory reporting on Interest Rate Risk in the Banking Book for all credit institutions excluding foreign branches. The framework includes simplified reporting templates for small and non-complex institutions and institutions other than large institutions. Significant Institutions designated at the highest level of consolidation are advised to note the amended scope of consolidation requirement, which extends reporting of the Interest Rate Risk in the Banking Book module to both individual and consolidated levels.
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