- Question ID
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2026_7933
- Legal act
- Directive 2013/36/EU (CRD)
- Topic
- Interest Rate Risk for Banking Book (IRRBB)
- Article
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84
- Paragraph
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5
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Regulation (EU) 2024/857 - RTS on the IRRBB standardised approach
- Article/Paragraph
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8
- Type of submitter
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Credit institution
- Subject matter
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Methodology for calculating the scenarios referred to in Article 25(2), (3), and (4), as well as point 5(a), (b), and (c) of the Annex to the Regulation.
- Question
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Our Bank as another non-listed institution, as part of the CRR Regulation, is required to apply the "standardized approach" for interest rate risk, as defined in Regulation 2024/857. Banks subject to the simplified standardized methodology apply, by way of derogation from Article 8(9), the pass-through rate specified in point 5(a), 5(b), and 5(c) of the Annex. Our Bank, as another non-listed institution, should independently calculate the pass-through rate, taking into account the Bank's historical data for the base scenario and scenarios predicting a decrease and an increase in short-term interest rates. Currently, the Bank applies the pass-through rate from points 5a, 5b, and 5c of the Annex to the Regulation. Since the UKNF has issued a recommendation that the Bank independently determine the pass-through rate, please provide the methodology for calculating the scenarios referred to in Article 25(2), (3), and (4), as well as point 5(a), (b), and (c) of the Annex to the Regulation.
- Background on the question
-
Methodology for calculating the scenarios referred to in Article 25(2), (3), and (4), as well as point 5(a), (b), and (c) of the Annex to the Regulation
- 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. The objective of the Q&A tool is not to answer questions that put into doubt the correctness of the legal framework, seek a modification of the legal framework or would require such a modification in order to address the question.
- Status
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Rejected question