Regulatory Alerts2025-02-12
Added · Updated
Interest Rate Risk Management: Annex 2 - Good practices on using behavioural models for measuring interest rate risk in the banking book
The regulator issued this circular on 12 February 2025 to establish Annex 2 containing good practices for using behavioural models to measure interest rate risk in the banking book. This guidance applies to all authorized institutions and supplements the broader interest rate risk management framework. It provides specific supervisory expectations for modeling techniques to ensure accurate risk assessment.
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