The EBA is collecting bank data on interest rate risk in the banking book
Retrieved on:
Monday, August 7, 2023
07 August 2023
Key Points:
- 07 August 2023
The European Banking Authority (EBA) today published its Decision to run an ad-hoc data collection of institutions’ IRRBB data. - This data collection will provide competent authorities and the EBA with timely and necessary data and tools to monitor risks arising from interest rate changes and the implementation of the IRRBB scrutiny plan.
- Competent authorities will need to submit institutions’ data to the EBA by March 2024.
- The technical package supporting the collection of this IRRBB ad-hoc collection will be made available to the public on EBA website by mid-October 2023, as part of reporting framework 3.3.