EBA publishes its final amending technical standards on supervisory reporting to introduce new reporting on IRRBB

This Final Report proposes amendments to the implementing technical standards (ITS) on supervisory reporting with regard to interest rate risk in the banking book (IRRBB) reporting requirements. This new, harmonised reporting aims to bring the data quality required for assessing IRRBB risks on an appropriate scale of institutions, including large institutions, small and noncomplex institutions (SNCIs) and institutions other than large institutions and SNCIs (‘other institutions’), which cannot be left outside the scrutiny of IRRBB risks.

Read more about the final amending technical standards on supervisory reporting to introduce new reporting on IRRBB, key takeaways, conclusions and next steps.