EBA published final guidance to the Pillar 2 Framework, including IRRBB GL – 19 July 2018

 

EBA (European Banking Authority) published  the final guidance to the Pillar 2 Framework on 19 July 2018, including IRRBB GL.  

The final revised Guidelines aim at further enhancing institutions' risk management and supervisory convergence in the supervisory review and examination process (SREP). The three reviewed Guidelines focus on stress testing, particularly its use in setting Pillar 2 capital guidance (P2G), as well as interest rate risk in the banking book (IRRBB).

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