Regulatory Alerts2025-12-23
Added · Updated
IRRBB: Revised SPM Module IR-1 and Completion Instructions
The regulator issued revised completion instructions for the Interest Rate Risk in the Banking Book (IRRBB) framework, specifically updating SPM module IR-1 and associated return forms. This circular mandates that all authorized institutions adopt the updated guidelines for Form MA(BS)12, Form MA(BS)12A, and Form MA(BS)12B effective from the current date. The changes ensure consistent reporting of interest rate risk exposures and banking book risks in accordance with the latest supervisory standards.
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