GBIC comments on EBA draft ITS on IRRBB disclosure (EBA/CP/2021/20)

2 September 2021

GBIC understands EBA’s wish to implement the strengthening of supervisory convergence in Europe for interest rate risk exposures in the banking book (IRRBB) through its disclosure standards and the new IRRBB requirements, which are still expected. However, regulatory requirements developed on this basis cannot be allowed to result in a process in which the individual situation of the banks and the resulting necessary individual adjustments to the regulatory risk measurement approaches can no longer be reflected.

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