CIR

Current

IRRBB: revised SPM module IR-1 and completion instructions

Enclosure 2a : Return of Interest Rate Risk Exposures (Form MA(BS)12)

Issue Date:

23 Dec 2025

20251222-11-EN.pdf (140.9 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• Superseded Document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
• SPM-NGL

  Current

  23 Dec 2025

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

Directly related Document

• CIR

  Current

  23 Dec 2025

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

  Current

  23 Dec 2025

  IR-1 Interest Rate Risk in the Banking Book
• 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

Version History

Superseded Document

You may also be interested in

+

-

CIR
Current
12 Feb 2025
Interest Rate Risk Management
CIR
Archive
13 Dec 2002
Supervisory Policy Manual (SPM) : IR-1 "Interest Rate Risk Management" Revised "Return of Interest Rate Risk Exposures" (IRR return)
SPM-NGL
Archive
13 Dec 2002
IR-1 Interest Rate Risk Management