EBA published final ITS on reporting requirements for IRRBB

EBA has published its final Implementing Technical Standards (ITS) on the new supervisory reporting for interest rate risk in the banking book.

The first reference date for the application of these technical standards is 30 September 2024.

At Risk & Regulatory Advisory, we have extensive experience in IRRBB and supervisory reporting. We are happy to assist you in preparing for the new supervisory reporting.

For further infromation see: EBA publishes its final amending technical standards on supervisory reporting to introduce new reporting on interest rate risk in the banking book | European Banking Authority (europa.eu)