SPM-NGL

Current

IR-1 Interest Rate Risk in the Banking Book

Issue Date:

23 Dec 2025

IR-1.pdf (422.2 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• Superseded Document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

  23 Dec 2025

  IRRBB: revised SPM module IR-1 and completion instructions
• Annex

  Current

  23 Dec 2025

  Enclosure 2a - Return of Interest Rate Risk Exposures (Form MA(BS)12)
• Annex

  Current

  23 Dec 2025

  Enclosure 2b - Revised Completion Instructions (Form MA(BS)12)
• Annex

  Current

  23 Dec 2025

  Enclosure 3a - Return of Interest Rate Risk in the Banking Book (Form MA(BS)12A)
• Annex

  Current

  23 Dec 2025

  Enclosure 3b - Revised Completion Instructions (Form MA(BS)12A)
• Annex

  Current

  23 Dec 2025

  Enclosure 4a - Return of Interest Rate Risk in the Banking Book (Supplementary Information) (Form MA(BS)12B)
• Annex

  Current

  23 Dec 2025

  Enclosure 4b - Revised Completion Instructions (Form MA(BS)12B)

• SPM-SGL

  Current

  19 Dec 2025

  CA-G-5 Supervisory Review Process
• SPM-SGL

  Current

  01 Aug 2025

  CG-1 Corporate Governance of Locally Incorporated Authorized Institutions
• SPM

  Current

  10 Apr 2025

  GL Glossary
• SPM

  Current

  17 Jan 2025

  IN Introduction
• SPM-NGL

  Current

  23 Dec 2022

  SA-1 Risk-based Supervisory Approach

• SPM-NGL

  Archive

  14 Dec 2018

  IR-1 Interest Rate Risk in the Banking Book V2
• SPM-NGL

  Archive

  13 Dec 2002

  IR-1 Interest Rate Risk Management V1

• CIR

  Archive

  22 Jul 2024

  BCBS recalibration of shocks for IRRBB
• CIR

  Archive

  30 Mar 2021

  Alternative Reference Rates: Interim Reporting Guidelines
• CIR

  Archive

  31 Aug 2018

  Interest Rate Risk in the Banking Book: Scope of Application

Directly related Document

• CIR

  Current

  23 Dec 2025

  IRRBB: revised SPM module IR-1 and completion instructions
• Annex

  Current

  23 Dec 2025

  Enclosure 2a - Return of Interest Rate Risk Exposures (Form MA(BS)12)
• Annex

  Current

  23 Dec 2025

  Enclosure 2b - Revised Completion Instructions (Form MA(BS)12)
• Annex

  Current

  23 Dec 2025

  Enclosure 3a - Return of Interest Rate Risk in the Banking Book (Form MA(BS)12A)
• Annex

  Current

  23 Dec 2025

  Enclosure 3b - Revised Completion Instructions (Form MA(BS)12A)
• Annex

  Current

  23 Dec 2025

  Enclosure 4a - Return of Interest Rate Risk in the Banking Book (Supplementary Information) (Form MA(BS)12B)
• Annex

  Current

  23 Dec 2025

  Enclosure 4b - Revised Completion Instructions (Form MA(BS)12B)

Cross referenced Document

• SPM-SGL

  Current

  19 Dec 2025

  CA-G-5 Supervisory Review Process
• SPM-SGL

  Current

  01 Aug 2025

  CG-1 Corporate Governance of Locally Incorporated Authorized Institutions
• SPM

  Current

  10 Apr 2025

  GL Glossary
• SPM

  Current

  17 Jan 2025

  IN Introduction
• SPM-NGL

  Current

  23 Dec 2022

  SA-1 Risk-based Supervisory Approach

Version History

• SPM-NGL

  Archive

  14 Dec 2018

  IR-1 Interest Rate Risk in the Banking Book V2
• SPM-NGL

  Archive

  13 Dec 2002

  IR-1 Interest Rate Risk Management V1

Superseded Document

• CIR

  Archive

  22 Jul 2024

  BCBS recalibration of shocks for IRRBB
• CIR

  Archive

  30 Mar 2021

  Alternative Reference Rates: Interim Reporting Guidelines
• CIR

  Archive

  31 Aug 2018

  Interest Rate Risk in the Banking Book: Scope of Application

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