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Update on Regulatory and Supervisory Changes to IRRBB

Fidelio Tata ()
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Fidelio Tata: International School of Management

Chapter Chapter 5 in Bank Asset-Liability Management, 2025, pp 141-166 from Springer

Abstract: Abstract Beginning in October 2024, banks in the European Union will be required to report to their supervisors the results of a new test that measures the risk of interest rate shifts on their income from deposits and lending activities in their banking book.

Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-80205-8_5

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DOI: 10.1007/978-3-031-80205-8_5

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