zeb: IRRBB: Interest Rate Risk in the Focus of Supervisory Activities

Supervisory authorities have already been focusing on the interest rate risk in the banking book (IRRBB) since 2015. The first steps were taken by the Basel Committee with the consultative document on IRRBB standards (BCBS \#319), the final version of which was published in April 2016 (BCBS \#368). Shortly afterwards the European Banking Authority (EBA) published guidelines on IRRBB (EBA/GL/2015/08), which entered into force on January 1, 2016. At the end of 2016, new drafts for the CRR (CRR

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