EBA publishes final standards and guidelines on interest rate risk arising from non-trading book activities (EBA/GL/2022/14, EBA/RTS/2022/09, EBA/RTS/2022/10)
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The European Banking Authority (EBA) published today a final set of Guidelines and two final draft Regulatory Technical Standards (RTS) specifying technical aspects of the revised framework capturing interest rate risks for banking book (IRRBB) positions.
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