2018-10-08

Added 2024-09-20 · Updated 2026-08-16

Instructions dated October 4, 2018 regarding managing return rate risks for positions for non-trading purposes

The Central Bank of Egypt mandates that all banks operating in Egypt, including foreign branches, measure and manage interest rate risks for non-trading positions in accordance with Basel II Pillar 2 standards. Banks must apply both qualitative and quantitative requirements, specifically using the Standardized Approach, to assess risks based on Economic Value of Equity and Earnings at Risk. Compliance requires the establishment of internal controls, risk appetite frameworks, and stress testing scenarios, with quantitative reporting submitted quarterly to the regulator starting in September 2018.

Egypt

Central Bank of Egypt

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