Consultation Paper on Guidelines on technical aspects of the management of interest rate risk (EBA-CP-2017-19).pdf
Consultation Paper on Guidelines on technical aspects of the management of interest rate risk (EBA-CP-2017-19)
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Consultation Paper on Guidelines on institution's stress testing (EBA-CP-2017-17).pdf
Consultation Paper on Guidelines on institution's stress testing (EBA-CP-2017-17)
Draft Revised SREP Guidelines - consolidated text.pdf
European Banking Authority draft revised guidelines outlining common procedures and methodologies for the Supervisory Review and Evaluation Process (SREP) and stress testing, covering business model analysis, governance, risk scoring, and proportionality under EU banking supervision.
Consultation Paper on Guidelines on common procedures and methodology for SREP (EBA-CP-2017-18).pdf
EBA consults on revised guidelines for the Supervisory Review and Evaluation Process (SREP) and supervisory stress testing, outlining common procedures and methodologies for EU banks under the Capital Requirements Directive (CRD IV).
EBA launches consultations to strengthen the Pillar 2 framework
The European Banking Authority (EBA) in accordance with its Pillar 2 Roadmap, published in April 2017, launched today a public consultation to review three guidelines aimed at further enhancing institutions’ risk management and supervisory convergence in the supervisory review and examination process (SREP). The revisions focus on stress testing, particularly its use in setting Pillar 2 capital guidance (P2G), as well as interest rate risk in the banking book (IRRBB). The consultations on all three guidelines run until 31 January 2018.
EBA Guideline 2015 08-Compliance Table-GLs on the Management of Interest Rate Risk.pdf
EBA compliance table showing EU national authorities' adherence to 2015 Guidelines on managing interest rate risk from non-trading activities, including implementation approaches and proportionality adjustments.