Consultation on guidelines on technical aspects of the management of interest rate risk arising from non trading activities (IRRBB)
The European Banking Authority (EBA) launches today a consultation on amendments and additions to CEBS Guidelines on interest rate risk from non-trading activities (IRRBB) published on 3 October 2006. The proposed changes are aimed at improving the management of IRRBB risks by institutions, and to promote the convergence of supervisory practices in reviewing and evaluating institutions under the Pillar 2 assessment process. The consultation runs until 27 September 2013.