2022-04-13

Added · Updated

Commission Implementing Regulation (EU) 2022/631 amending disclosure standards for interest rate risk in the banking book

The European Commission amends Implementing Regulation (EU) 2021/637 to establish mandatory disclosure templates for institutions regarding interest rate risk in the banking book. Institutions are required to use Template EU IRRBB1 for quantitative data on changes in economic value of equity and net interest income, and Table EU IRRBBA for qualitative information on risk management strategies and modelling assumptions. First-time disclosures are exempt from providing data for the previous reference period. The regulation entered into force on 9 May 2022.

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Lineage: In force

Regulation No. 575 dated 2013-0…not in RegAlert2021/637 Regulation No. 637 dat…not in RegAlertDecision No. 2009/78/EC of 2009not in RegAlertDecision No. 716/2009/EC of 2009not in RegAlertRegulation No. 1423 of 2013not in RegAlertRegulation No. 1555 of 2015not in RegAlertRegulation No. 200 of 2016not in RegAlertRegulation No. 2295 of 2017not in RegAlertCommission ImplementingRegulation (EU) 2022/631 amen…2022-04-13 · this documentCommission Implementing Regulat…2023
amendssupersedesissued underrefers toproposed or not in RegAlertarrows run from the older text to the one that changes it

Source: European Commission — original document · Summary generated with machine assistance and reviewed before publication; the authoritative text is the regulator's original document. How RegAlert works

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