2025-12-23
Added · Updated
The regulator issued revised Supervisory Policy Manual module IR-1 and associated completion instructions for the Return of Interest Rate Risk in the Banking Book. These updates apply to all Authorized Institutions and introduce changes to the reporting requirements for Form MA(BS)12B. The document ensures consistent implementation of interest rate risk management standards across the banking sector.
CIR
Current
Issue Date:
23 Dec 2025
20251222-16-EN.pdf (129.3 KB)
Topic:
Interest Rate Risk Management
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
23 Dec 2025
IRRBB: revised SPM module IR-1 and completion instructions
SPM-NGL
Current
23 Dec 2025
IR-1 Interest Rate Risk in the Banking Book
Annex
Current
23 Dec 2025
Enclosure 2a - Return of Interest Rate Risk Exposures (Form MA(BS)12)
Annex
Current
23 Dec 2025
Enclosure 2b - Revised Completion Instructions (Form MA(BS)12)
Annex
Current
23 Dec 2025
Enclosure 3a - Return of Interest Rate Risk in the Banking Book (Form MA(BS)12A)
Annex
Current
23 Dec 2025
Enclosure 3b - Revised Completion Instructions (Form MA(BS)12A)
Annex
Current
23 Dec 2025
Enclosure 4b - Revised Completion Instructions (Form MA(BS)12B)
CIR
Current
23 Dec 2025
IRRBB: revised SPM module IR-1 and completion instructions
SPM-NGL
Current
23 Dec 2025
IR-1 Interest Rate Risk in the Banking Book
Annex
Current
23 Dec 2025
Enclosure 2a - Return of Interest Rate Risk Exposures (Form MA(BS)12)
Annex
Current
23 Dec 2025
Enclosure 2b - Revised Completion Instructions (Form MA(BS)12)
Annex
Current
23 Dec 2025
Enclosure 3a - Return of Interest Rate Risk in the Banking Book (Form MA(BS)12A)
Annex
Current
23 Dec 2025
Enclosure 3b - Revised Completion Instructions (Form MA(BS)12A)
Annex
Current
23 Dec 2025
Enclosure 4b - Revised Completion Instructions (Form MA(BS)12B)
Cross referenced Document
Version History
Superseded Document
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