- Question ID
-
2024_7035
- Legal act
- Directive 2013/36/EU (CRD)
- Topic
- Interest Rate Risk for Banking Book (IRRBB)
- Article
-
98
- Paragraph
-
5
- Subparagraph
-
b
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- EBA/GL/2022/14 - Guidelines on interest rate risk arising from non-trading book activities
- Article/Paragraph
-
112(c)
- Type of submitter
-
Competent authority
- Subject matter
-
Modelling the risk of migration from NMDs to term deposits in the context of the constant balance sheet assumption in the NII SOT.
- Question
-
Is it modelling the risk of migration from NMDs to term deposits consistent with the constant balance sheet assumption in the NII SOT?
- Background on the question
-
By reading the RTS on SOT, it is not clear how the risk of migration from NMDs to term deposits shall be taken into account in the context of the constant balance sheet assumption in the NII supervisory outlier test.
- Submission date
- Rejected publishing date
-
- Rationale for rejection
-
This question has been rejected because the issue it raises is beyond the remit of the Q&A process and as such it cannot be addressed via a Q&A. Additionally, the issue it deals with was already considered in paragraph 14 of the Heatmap following the EBA scrutiny on the IRRBB standards implementation in the EU (EBA/REP/2024/02).
The Single Rule Book Q&A tool has been established to provide explanations and non-binding interpretations on questions relating to the practical application or implementation of the provisions of legislative acts referred to in Article 1(2) of the EBA’s founding Regulation, as well as associated delegated and implementing acts, and guidelines and recommendations, adopted under these legislative acts. The Q&A process cannot, for example, consider issues which would require changes to the regulatory framework.
For further information on the purpose of this tool and on how to submit questions, please see “Additional background and guidance for asking questions”.
- Status
-
Rejected question