Such requirements 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.
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.
GBIC
© BDB - Bundesverband Deutscher Banken
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