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Update on Regulatory and Supervisory Changes to IRRBB

In: Bank Asset-Liability Management

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  • Fidelio Tata

    (International School of Management)

Abstract

Beginning in October 2024, banks in the European Union will be required to report to their supervisors the results of a new test that measures the risk of interest rate shifts on their income from deposits and lending activities in their banking book.

Suggested Citation

  • Fidelio Tata, 2025. "Update on Regulatory and Supervisory Changes to IRRBB," Springer Books, in: Bank Asset-Liability Management, chapter 0, pages 141-166, Springer.
    • Handle: RePEc:spr:sprchp:978-3-031-80205-8_5
    DOI: 10.1007/978-3-031-80205-8_5
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