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EBA updates on the definition of a large decline of net interest income in relation to the interest rate risk in the banking book (EBA/Op/2023/03)

The European Banking Authority (EBA) published today an Opinion in response to the EU Commission’s amendments relating to the draft Regulatory Technical Standards (RTS) on the supervisory outlier tests (SOT) specifying technical aspects of the revised framework on interest rate risks for banking book (IRRBB) positions.

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