Document 10 November 2021 Draft final report on draft ITS on IRRBB disclosure.pdf ITS on disclosure of information on exposures to interest rate risk on positions not held in the trading book Download document View press release
Document 10 November 2021 Annex I (Annex XXXVII- IRRBB templates).xlsx Annex I - Templates for interest rate risk of non-trading book activities disclosure Download document View press release
Document 10 November 2021 Annex II (Annex XXXVIII - IRRBB instructions).docx Annex II - Instructions for interest rate risk of non-trading book activities disclosure templates Download document View press release