EBA Guidelines on the management of interest rate risk arising from non-trading book activities (EBA/GL/2018/02)

These guidelines on technical aspects of the management of interest rate risk arising from non trading activities are aimed at improving the management of IRRBB risks by institutions, and to promote the convergence of supervisory practices in reviewing and evaluating institutions under the Pillar 2 assessment process.

Topics

Continue reading with a PwC Plus-Subscription

  • verified Information source
  • daily updates
  • completely searchable articles (with refiner)
  • tailored alert
To the top