Final set of guidelines and standards on interest rate risk arising from non-trading book activities by EBA
Communication materials | European Banking Authority
Final BCBS standards on interest rate risk in the banking book | BankingHub
Dynamic risk management
Five years of IRRBB – a status quo assessment for interest rate risk management | BankingHub
EBA RISK REDUCTION PACKAGE ROADMAPS
Updated IRRBB guidelines pose new challenges for banks - Zanders English
Final BCBS standards on interest rate risk in the banking book | BankingHub
Squeezed Between Rates and Time
IRRBB - Consultative paper on interest rate risk in the banking book | BankingHub
EBA RISK REDUCTION PACKAGE ROADMAPS
Transparency and Pillar 3 | European Banking Authority
EBA's final IRRBB guidelines: What it means for firms?
CSSF circular 20/762 introduces new requirements for the management of IRRBB in Luxembourg
EBA IRRBB Guidelines - Zanders English
New Implementing Technical Standards on IRRBB disclosur - KPMG Germany
Why risk managers don't trust the EU's new IRRBB test - Risk.net
Guides on data | European Banking Authority
Finalyse: Credit Spread Risk in The Banking Book
EUROPEAN ASSOCIATION OF CO-OPERATIVE BANKS
Quantitative impact study/Basel III monitoring | European Banking Authority
EACB comments on EBA revisions to Interest Rate Risk in the Banking Book ( IRRBB) and Credit Spread Risk in the Banking Book (CSRBB) framework.
EBA BS 2017 XXX (revised draft Guidelines on the management of interest rate risk arising from non-trading activities).docx
EBA BS 2018 XXX Proposed final revised IRRBB Guidelines.docx
Implementation of the final EBA Guidelines on IRRBB and CSRBB | Deloitte Netherlands
Time to brush-up your bank's IRRBB framework - Zanders English
