CIR

Current

Interest Rate Risk in the Banking Book: Frequently Asked Questions

Enclosure 1: IRRBB FAQ - Supervisory Policy - IRRBB

Issue Date:

28 Nov 2019

20191128-6-EN.pdf (53.6 KB)

Topic:

Interest Rate Risk Management

Group: All Authorized Institutions

• Directly related Document
• Cross referenced Document
• Version History
• Superseded Document

Directly related Document

• CIR

  Current

  28 Nov 2019

  Interest Rate Risk in the Banking Book: Frequently Asked Questions
• Annex

  Current

  28 Nov 2019

  Enclosure 2 - IRRBB FAQ - Reporting Requirement - MA(BS)12A

• SPM-NGL

  Current

  23 Dec 2025

  IR-1 Interest Rate Risk in the Banking Book
• CIR

  Current

  14 Dec 2018

  Interest Rate Risk in the Banking Book (IRRBB): Local Implementation
• CIR

  Archive

  31 Aug 2018

  Interest Rate Risk in the Banking Book: Scope of Application

Directly related Document

• CIR

  Current

  28 Nov 2019

  Interest Rate Risk in the Banking Book: Frequently Asked Questions
• Annex

  Current

  28 Nov 2019

  Enclosure 2 - IRRBB FAQ - Reporting Requirement - MA(BS)12A

Cross referenced Document

• SPM-NGL

  Current

  23 Dec 2025

  IR-1 Interest Rate Risk in the Banking Book
• CIR

  Current

  14 Dec 2018

  Interest Rate Risk in the Banking Book (IRRBB): Local Implementation
• CIR

  Archive

  31 Aug 2018

  Interest Rate Risk in the Banking Book: Scope of Application

Version History

Superseded Document

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