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Published date: 19 July 2018

Guidelines on the management of interest rate risk arising from non-trading book activities (IRRBB) (EBA/GL/2018/02) (repealed with effect from 30 June 2023)

The Guidelines on IRRBB and CSRBB will replace this current Guidelines on technical aspects of the management of interest rate risk arising from non-trading activities under the supervisory review process published in 2018 with effect from 30 June 2023. The updated Guidelines provide continuity to the current ones and include new aspects of the mandate. In particular, they specify the criteria to identify non-satisfactory internal models for IRRBB management and identify specific criteria to assess and monitor CSRBB.