EBA publishes Consultation Paper – 31 October 2017


Draft Guidelines on the management of interest rate risk arising from non-trading book activities.

EBA (European Banking Authority) published earlier today the long-awaited consultation paper on the management of IRRBB (Interest Rate Risk in the Banking Book). The guidelines build upon the earlier EBA guidelines published in May 2015 and the standards (BCBS368) published by the Basel Committee on Banking Supervision in April 2016.

Authorities are expected to implement the guidelines from 31 December 2018.

For more information contact us.




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