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.

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Update on Regulatory and Supervisory Changes to IRRBB

  • Fidelio Tata

摘要

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.