Regulatory Alerts2022-04-13
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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