Comments
1st of September 2021

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

German Banking Industry Committee Banking supervision

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.

Downloads

Stellungnahme Zinsänderungsrisiken

PDF
Download

This might also interest you:

Comments
15th of July 2026

GBIC comments on the EBA Discussion paper

Simplification and assessment of the credit risk framework

The German Banking Industry Committee welcomes the initiative of the European Banking Authority (EBA) to explore possible avenues for simplifying the existing credit risk framework.