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.
CIR
Current
Issue Date:
12 Feb 2025
20250226-3-EN.pdf (658.6 KB)
Topic:
Interest Rate Risk Management
Keyword:
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
12 Feb 2025
Interest Rate Risk Management
Annex
Current
12 Feb 2025
Annex 1 - Guidance on calculation of capital adequacy ratios adjusted for unrealised losses on held-to-maturity debt securities
CIR
Current
12 Feb 2025
Interest Rate Risk Management
Annex
Current
12 Feb 2025
Annex 1 - Guidance on calculation of capital adequacy ratios adjusted for unrealised losses on held-to-maturity debt securities
Cross referenced Document
Version History
Superseded Document
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