Regulatory Alerts2023-05-12
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Regulation on the application of EBA Guidelines on interest rate and credit spread risk in non-trading book activities
The Governing Board of the Bank of Slovenia issued this regulation to formally apply the European Banking Authority's guidelines on managing interest rate and credit spread risks in institutions' non-trading book activities. The regulation mandates that supervised banks and the Bank of Slovenia itself must fully incorporate these criteria into their risk identification, evaluation, management, and supervisory processes. It repeals the previous 2019 regulation on interest rate risk management and entered into force on 30 June 2023.
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