icon-grid
Better Regulation logo
Table of Contents

Table of Contents

Expand all headings Collapse all headings Expand side bar Collapse side bar
Guidelines on the management of interest rate risk arising from non-trading book activities (IRRBB) (EBA/GL/2018/02) (repealed with effect from 30 June 2023)Abbreviations1. Compliance and reporting obligationsStatus of these guidelines (paras. 1-2)Reporting requirements (paras. 3-4)2. Subject matter, scope and definitionsSubject matter and scope of application (para. 5)Addressees (para. 6)Definitions (para. 7)3. ImplementationDate of application (para. 8)Transitional provisions (para. 9)Repeal (para. 10)4. Guidelines on the management of interest rate risk arising from non-trading book activities4.1 General provisions (paras. 11-21)4.2 Capital identification, calculation and allocation (paras. 22-31)4.3 Governance (paras. 32-79)4.4 Measurement (paras. 80-112)4.5 Supervisory outlier test (paras. 113-116)Annex I - IRRBB measurement methodsAnnex II - Sophistication matrix for IRRBB measurementAnnex III - The standardised interest rate shock scenarios
Document Overview
Tools
Set a date to view the document
Text comparison options
Full text - Date 1 vs Date 2
Amendments requiring commencement - Current text vs Text requiring commencement
Draft proposed changes - Current text vs Text proposed by drafting documents
Coming soon: Any documents - Any document vs Another document at any date
Print / Export options
Current page
Whole document
Selected pages
Consolidated PDF of the entire document as of 18th December 2024
Export
Export line by line
Export provision to provision
Report template
Create report template
Alert me to changes
Manage alerts
Bookmarks
This page
This document
Manage bookmarks
Search within this document
View previous searches
Share
Get page link
Share via email application
PreviousNext
Version date: 19 July 2018 - onwards

Repeal (para. 10)

10. The following guidelines are repealed with effect from 30 June 2019: Guidelines on the management of interest rate risk arising from non-trading activities (EBA/GL/2015/08).

PreviousNext